IUD GONE WRONG!

So my IUD 4 week follow up exam was today and after some SEARCHING, the nurse said she can't find my strings?! So she referred me to a doctor for an ultrasound. I haven't gone for the ultrasound yet but I'm terrified! I also haven't experienced any horrible cramps or anything that would indicate that the IUD slipped out. I have been using tampons regularly for my spotting and bleeding from the hormones and my period. HELP! Has this happened to anyone? :(