Same problem
My Airpod Pros show up under "Devices" in the "Find My" app. There is a button for "Play Sound" and shows the spinning wheel and "Connecting" but never connects.
However, there is no option to mark my AirPod pros as "Lost." I have tried the app on my iPhone, my iPad (both are fully updated to the latest iOS) and on my desktop by logging into iCloud through the browser. None of these give me the option to report them as "Lost" despite the obvious fact that they are.
Frustrated.