I play a ball on the tee of a par 3 hole.
From the tee I decide to play a provisional ball as the first ball may be lost
My provisional goes to the same place.
When I get to where I thought my original ball was, I discover that where I thought my original ball went is a lateral water hazard (with a number of trees in it).
I assume my ball went into the hazard, and so take a one stroke penalty, drop a ball where I thought my ball entered the hazard and play a shot.
Walking further towards the green, I discover my original ball, and it is not in a lateral hazard at all, but must have hit one of the trees in the lateral hazard and bounced out of the lateral hazard !

What should I do from here?
Which ball is in play?
How many shots have I had?