Just keep trying, that's all you can do. I wouldn't be cranking on the fuel rail though.

If you are reusing the injectors just get new o rings. Dont know if you can match one up at a local parts store but the usual places will have the correct size. Way Motor Works, Ecs, etc. Buy some other Mini parts maybe to offset the cost of shipping for a $3 part

 

 

Most likely yes, while it's not impossible, it isn't very likely that it fell into the intake, it "usually" would have had to have been dried out and broken to fall in, and all the others look intact and not dried out.
You really want to replace them with the proper size, and type, not just close, not only will the proper size seal better, it will keep this from happening if you need to pull them again since they will fit in the injector shaft properly and will be made of the right compound. Don't forget to lube them slightly during install.
But you can temporarily get by with something close (very close) if you need to drive the car while waiting for the right ones.

If your really worried about it, you could always pull the intake and look inside the intake tract of the head to see if it's sitting on the top of the valve. If the valve is open and you don't see it, I wouldn't sweat it at all, it will destroy itself in the combustion chamber and simply turn to dust.

 

 

Good to hear.
While Vaseline works well for these things, I'd like to also suggest getting a tube of "Sil-Glyde Silicone Brake Lubricant", next time you're at your local parts store, easier to clean up than Vaseline and works for pretty much any hose, O-Ring or general non-spray lubricating.
Just a tip given to me years ago, to pass on.