Try putting drawing sarve on it so it don't get infected. This will bring it out and it works great for splinters also. Make sure to put it on a bandaid. You also try baking powder and water to make a paste.
I don't think anything will happen because stingers are so little you can barely see them and I got a bee sting and I think the stinger is still in their but I am not in a lot of pain
When it's out wherever it was at it ruts
You will be in a lot of pain and it will get infected