If the rental car key has disappeared, the first thing to do is to secure the car against theft.
If you are sure that the key will not turn up again, secure the rental car against unauthorised persons who might have stolen or found the key. One person should stay near the car, as you will incur high costs if it is stolen. The rental car insurance does not apply here!
Next, call the car rental company and report the loss. Car rental companies usually have a spare key for their vehicles, which they send off by courier. The car rental company may also have to have the rental car towed away if it cannot be secured in any other way.