You can cancel the PT. I probably would.
If you do go, just tell your PT at the start about your pain and make sure they don't push you into more pain.
Most likely your pain does not signify any damage to the device. But my experience was that calling the surgeon's office was always the fastest way to calm my fear and terror when I had some unexpected pain—and when I was really worrying. Surgeons' offices expect such calls and the best offices are good at having a nurse or a PA call you back in not too long. They listen to your symptoms and then direct you forward. Occasionally they might tell you to come in for an X-ray. After my first surgery, I called the chief nurse multiple times and every time her words relaxed me.
It's odd. You can have pain, but if you feel reassured and have a rough timeline for when the pain should go away and what to do in the meantime, the worry disappears. The worry can drive us nuts.