IUD Paranoia?

Almost no more pain or spotting until two days ago. Still, light spotting... Until I had sex, during which I bled enough that my s/o had to wash his top sheet, and had mild to painful cramping the rest of the night. That's when I first become a bit worried.  Since then, more light spotting. Tonight however, I noticed the heaviest bleeding so far. Heavy enough to wear a thick panty liner, but not heavy enough to be mistaken for menstruation. I have my had much cramping but I do feel sensitive in the lower abdomen... I don't know if that's real sensitivity or imagined, but all of this combined is enough to make me sufficiently panicked. Also, I tried checking the string for the first time when I started spotting again, and couldn't find it... (Update: I found the strings, hallelujah)

I have a follow up appt with my ob/gyn in a few weeks, and as far as I can tell, I don't think this is an emergency, and certainly don't want to make it into one. 

Just give it to me straight... Should I be worried? Are my fears valid? Has anyone had a similar experience?

Phew, feels good to get that off my chest; now I just need some feedback please! Thank you.