So there could be more?
there are 28-34 of them in a heater core (depending on the brand they have different numbers of tubes), with about half of those having potential to escape since they don't have to get around a u-bend first. Some of the ones on the opposite end of the tank from the connections would probably have a hard time making the corner as well, but at least 4-6 have an almost direct shot through the outlet, each 6-7" long.
Thinking about the path it would have to take, I don't think it can go through the water pump more than once. To wind up jammed in the thermostat - it had to push through the heater hose, into the water pump inlet tube, through the water pump, block, and head. If any pieces got through the thermostat they'll get trapped in upper tank of the radiator because they are too big to pass through the radiator tubes, otherwise they bypass the stat and head back for the heater core where they would jam up on the inlet side of the heater core tank.
It's possible that's just one of them that's broken into multiple pieces, but i would not be at all surprised if there were more behind the water pump, as that's the slowest flow in the system and most likely spot for them to settle.