Can splinters stay in skin as long as 4 months?

I created a post a while ago about a tiny splinter I ‘think’ I have in my toe – bottom of toe where foot is.
I say ‘think’ as I can’t for the life of me see anything, however it feels like a splinter and if I run my hand over it I can feel it.
The weird part is is that I’ve had this for 4 months now, does this sound like it could be a splinter?
There are no signs of anything there, I’ve dug around with a sterilized needle, there is no lump, no weird discoloration… just a pain every now and then that is becoming annoying!
Any thoughts?