Having a tampon get lost inside your vagina is impossible because it cannot fully go on up inside you.
The worse that would happen with the tampon being stuck inside you is it just gets stuck inside your vagina and you require medical attention to remove it.
I once had that happen to me when I first started wearing tampons and the tampon got stuck inside my vagina and I couldn't pull it out.
The emergency room was able to remove it somehow and I don't remember exactly what they did but it didn't take the emergency room staff very long to remove the tampon after it got stuck inside me.
The nurse told me that it wasn't possible for the tampon to actually get lost inside me but in rare cases like what happened to me the string came off and I was unable to remove the tampon.