What do I do if I've lost my IUD?

I was at a GUM clinic last week for a check-up and I mentioned some twinges I've been getting, when examining me they said they couldn't find my IUD...they advised I go to the clinic I got it from a few years ago...they are just a small family planing clinic, would they be able to find it? It's quite a way from where I live, would I be able to go anywhere else for help, like maybe my GP?