When it comes to foreign bodies in eyes its the tools that are used to examine the eye that are important, if you are seen at your surgery the best they are likely to have is an ophthalmoscope which is actually for looking at the retina not the surface of the eye. If you are seen in A&E you are more likely (but not certain) to be examined with a slit lamp, this is essentially a microscope. If you cant see a foreign body with the slit lamp its because its not there, using anything else its hard to be certain. Often foreign bodies leave a area of damage to the cornea that can leave the sensation of something still being there.
In most cases when a clinician sees a patient they should say I think this is x, it should have settled by y, if it doesn't see me or whoever again.