Personally I think you should keep it,
You have already invested time and money, you might as well get it finished off properly, and achieve what you stated out to do.
go to a professional piercer, Ask them if they can remove it ( Without tools) and then reinstall it correctly.
If not go to a doctor to have it removed, then as Amal suggested
This is why Dangerous Things suggest not doing Self installs
Our x-series transponders are typically installed into the webbing between the metacarpal bones of the index finger and thumb, resting parallel to the index metacarpal. The reason they are installed in the hand has to do with the extremely short read range of x-series chips and the typical use case being some form of access control where the tag must be presented to a fixed reader of some kind. The suggested placement within the hand was chosen due to the lack of major nerve bundles or blood vessels running through that area.
Achieving a safe installation definitely requires a steady hand and experience performing aseptic procedures. Dangerous Things prefers our customers locate one of our professional body piercing or body modification partners to complete the installation of this product. If no partners are available in your area, you should be able to follow this guide to finding a professional in your area who is willing to assist you. For aftercare information and what to expect, please read our X-Series FAQ page.