Hi there Hejsanhoppsan1,
Thanks for your post to Apple Support Communities. We understand you aren't able to find your lost AirPods and the pending sound is still showing. They may be offline, which would explain why the sound didn't go through to play. If you weren't able to set them to Lost Mode from your iPhone, try from the iCloud website under your devices list.
Locate a device in Find My iPhone on iCloud.com
If you still can't find your AirPod or charging case, use this information to look at a replacement.
AirPods pricing and service options
Good luck.