I had the tiniest shard in my foot last year and that was also painful to walk on. I tried & tried to get it out to no avail. Eventually it just settled and the pain eased after a week or so. I then tried again & it came out easily ( and the pain returned for a couple of days). It was no bigger than a pen nib when it came out, but it let me know it was there!
sometimes you may think it is a shard of glass but it could still be a cut which feels like a shard. give it a bit more time and the "wound" could heal.
I did this when I was 16, walking home from the bech without shoes.
I am SO soft though, i wouldn't let anyone near me to get it out. I hobbled for days and my dad scared me by saying that it would travel around my body until it got to my brain and then i'd die.
I reluctantly let him apply a sugar & soap plaster. We changed it every night and after 3 nights, there was the glass, on the plaster!
Now, whenever the kids get a splinter, we put sugar and soap on and it always works.