From the tone of the post it seems to me that there was a chance that the ball may not have finished in the WH. It is not clear that if it was not in the WH, then it could not be lost.
So, Dormie & Dave in FL are correct if it was known that the ball was in the WH or if it was known that the ball was not in the WH but could not be lost elsewhere.
But if there was a chance that it could be outside the WH but possibly not findable, then MEfree is correct.
I wasn't trying to imply that Dormie and David's posts were wrong, just pointing out that it depends on whether there was a chance it could be lost outside the hazard...The OPs statements SEEMED to indicate it was PROBABLY thought to have been in the hazard, but I was not ready to assume this without some clarification.
Sorry guys, just got out of class..... I DID in fact announce that my ball was a provisional.... I said exactly "I'm hitting a provisional, and I choose to re-tee because I think that would be the best option" (instead of hitting a 3 wood 5 yards in front of the teebox with no tee)
Under the current rules, I am not sure that this statement makes complete sense. If it was your desire to proceed under stroke and distance based on your presumption that the ball was in the hazard, then you are not hitting a "provisional."
What do the resident rules experts say. If a player says "I am hitting provisional" but his intentions are really to proceed under stroke and distance for a hazard, then is it a "provisional" that must be picked up if the original is found or does it become the ball in play? My assumption is that the re-teed shot becomes the ball in play. Is there any penalty for calling a ball a provisional when it is not, or is this statement just ignored. (My assumption is that it is just ignored)
To the OP, was there a chance your ball could have been lost outside the hazard? If so, then I think the ball in the bunker may be considered a provisional. However, once you found your original, then the choice would be to play the original, take a drop, or go back to the tee. Had you NOT hit a provisional and NOT found the original and still thought there was a chance that your ball could be lost outside the hazard, then your ONLY option would have been to go back to the tee even if it was likely the ball was lost in the hazard.