Okay, honestly, horses shed frog all the time, it's not abnormal, especially if they are overdue for a trim and/or living in wet conditions. It's nothing to worry about. It probably was not a pebble or anything else, merely shedding frog in wet conditions due to a lot of foot overgrowth. The bars and heels on those feet don't look a few weeks overdue unless you have a poor farrier, sorry to say. Keep treating for thrush and the frog will grow back just fine. My horses regularly shed frog when they get overgrowth and they get soft from being wet, like in springtime. They usually don't shed frog from thrush either unless it's left untreated. It really doesn't look like anything to concern yourself with, get a trim, treat the thrush regularly, and frog will come back just fine.