Was there one or two keys on the chain? If there was two, then there probably is not another set anyplace. I don't really get why Hertz does that, but they do.
If there was only one set, check the places mentioned in the previous post to see if the second key is there. It has been said many times in the threads here that they don't keep the second set anyplace, it's usually with the car, and usually on the chain.
You have to replace the fob and the key, and depending on the type of car cover any programming costs to get it all to work together. They may also hit you with a loss of service charge for the time the car is out of service.