Duffymich

A player takes his tee shot. The ball goes into a rough area in front of the tee which is notorious for losing balls. The player tees up another ball on the tee and hits it without declaring it as a provisional. He finds his first ball within three minutes. Is this ball in play, or does he have to now play his second ball which he hit off the tee, and if so, what shot is he playing when he reaches it, four? Ie. Three off the tee?