Well that totally sucks. Upon your request, I will not ask about the how it went down the river.
To my understanding, you cannot use VCDS to pair keys IMMO chips without knowing the SKC (chances are good you don't have that just laying around). If you had that up front you'd be good IF you paired it before loosing the other. You still have to turn the ignition on, and can't do that without the KESSY system authorizing the ignition to turn on.
As far as pairing a non KESSY key IMMO chip to work with a KESSY system, I don't know why or why not.