If only the Hideez Key is gone, but your computer and your phone are with you, then remove the Hideez Key from the Hideez Safe programs. Do not use the "Delete my account" command, since you will allow to use your Hideez Key to be used as a new device. No one can connect to or use your devices, if they do not know the password to your account. The Web server and the label are protected from attempts to guess the password.
If the Hideez Key was stolen together with an attached device, you will need to change the password on your Hideez account. After Hideez Safe programs are restarted, they will not be able to log in to the server and therefore will not be able to use the Hideez Key.