Brett Anderson told me "don't worry"
I had the same thing happen two years ago. I found all the parts except for a piece about 3/4" square. I was worried it might clog some part of the cooling system. Brett said not to worry, it would probably end up in the bottom of an engine cooling passage without doing any harm. I noticed no ill effects on engine cooling after finally getting all the air bled out.
However I did lose my aux pump shortly thereafter. The failure mode was the bonded joint of the magnetic coupling breaking loose from the impeller. It's not unreasonable that an obstruction like the missing water pump piece could have stressed the aux pump enough to make the joint break. The passages are a bit narrow in the aux pump.
YMMV
Z
Dan Z Annapolis, MD BMWCCA Since 1986
Sharked E30, E34, E39sprt E46xit