Jonathan – having had a similar experience (wallet and docs nicked, docs returned next day) in Kiev, advice from Consul was that they could always get me ‘home’ with a “Laissez Passez”, ie a single trip authority to leave.
Watersz – With a ‘second passport’ you can then carry on with life and work. Best NOT to show a second passport on exit – stick to the hardluck compassion story.
Remember also that if you ‘lose’ a passport with local Business or Work visa entries, it becomes much hotter for the thief (you are on official records) and it is much more likely to be dumped. Consult local police or your Sponsor/PRO about how to buy your stuff back.
I notice, pursuing my researches, that outside Europe it is generally possible to apply at a Consulate (eg Pretoria) and collect personally, or get delivery by DHL cost included in the processing fee. Not clear if this collection facility will apply to the Europaean Processing Centres, which appear to be Madrid, Paris & Dusseldorf.