I’m sorry to hear about your lost phone. It’s possible the callback was scheduled too close to the end of the day as it is the last available time slot. The reps that handle callbacks might have been busier than usual and could not get to you in time. You should receive a callback tomorrow.

You also don't need to get a new number. You can get your old number back, you just need a new sim card.

Personally I wouldn't worry about black listing (assuming you have already reported the phone stolen and suspended the line) until you have a replacement phone and sim that you can use and then do the callback to swap sim and blacklist at the same time with the callback. This way you are up and running. 

When you receive the callback, you can take this opportunity to report the phone as lost (or stolen) instead of blacklisting the phone as Dennis mentioned.

Reporting your lost or stolen phone