Hello Jakewolfski,
Thanks for connecting with Apple Support Communities.
To clarify, did you enable Find My before your AirPods Pro went missing?
"This would be the only way to enable Lost Mode. There is no other Apple service that can find, track, or otherwise flag your device for you.
To find your AirPods, you need to set up Find My with your iPhone, iPad, or iPod touch that you use with your AirPods. Before you try to find your AirPods, you should update to the latest version of iOS or iPadOS, or macOS.
You can also find your AirPods on the web at iCloud.com. With some AirPods models, the experience on the web might be different and some functionality might not be available."
If Find My has been enabled, you should be able to Turn on Lost Mode using these steps:
"When you turn on Lost Mode for your AirPods (3rd generation), AirPods Pro and AirPods Pro (2nd generation), or AirPods Max, you can share a message with your phone number or email address. If someone finds your AirPods, the message appears on their iPhone.
Turn on Lost Mode:
1. n your iPhone, iPad, or iPod touch, open the Find My app.
2. Go to the Devices tab, and choose your AirPods.
3. Scroll down to Mark as Lost, and select Activate.
4. Follow the onscreen steps if you want your contact information to display for your missing AirPods.

5. Select Activate."
More details here: Find your lost AirPods
if you have everything set up properly and you're still unable to turn on Lost Mode, we suggest that you reach out to Apple directly. You can follow this link to connect with them: Get Support
All the best.