you're saying that he stepped on two nails that went into his foot, not that he has two nails left over from being shod, still remaining after the shoe itself came off. Right? They should have had xrays taken WITH the nails still in the foot to see if they came anywhere near the bone inside.
It sounds like they are not doing anything becuase they don't want to spend the money. YOu can always offer to pay for it? How long since the nails were removed? Horse shows no sign of lameness, right.? I suppose if a few days pass and no sign, then he won't become so. However, in the case of any foreign object getting too close to a bone or the joint and causing infection, the sooner it is treated by vet, the better the long term prognosis for horse.