Nothing probably wrong other then a bad shed. Happens sometimes.

Get a container(not too small) take a dish towel and run warm water over it, soaking it. Place that in the container with the snake. Put a lid on it.
Check every 30 minutes but you should have a shed snake soon.
Or you could run warm water over the area of the broken shed. This will usually give you an edge to work with.
Keeping the water flowing on the edge of the shed should make it come off with a gentle pull.
Keep us informed on your progress.
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