iPods headphones? use a flashlight and some type long tweezers needle nose tool. The wires on the earphones and plastic over the head band can be spotted quickly and be grab with that technique.
Remove either/or both the top and/or bottom cover that surrounds the steering column. Depending on the model, it will either snap together or be screwed together.
Do you have the adjustable steering wheel? There should be a release mechanism on the underside of the steering column. Released, it will allow vertical adjustment of steering wheel height and telescoping in/out. Lowered all the way down you might see where the earphone went between the steering column and the lower dashboard. Not aware of any other entry points in the steering wheel cowl, but I don't know 2015 particulars that well either. You have looked, I suppose, all around and under the driver's seat.