It’s simply very unnatural English to say “in the shoe”. Regardless of whether “my” is present in the Finnish sentence, “... in my shoe” is a better translation.
I agree with you about “rock”. I very rarely say “stone”. It’s more common in some dialects than others.
But, I regret, maybe not in snyone else's.
Rock is what you climb, have falling on your head, or maybe 3rd from the sun, or what used to be music. Ie. Generally BIG.
Stones tend to be what you have in a ring or a shoe, hence are comparatively small.
So either its a big shoe, or you have kicked it (rather than stepped on it) when trying to put the shoe on.
In America, you'd probably be more likely to hear "rock" instead of "stone" for this purpose, so the answer is to be expected for an American company. ;-)
My issue is with "in the shoe" instead of "in my shoe." The speaker said "ouch" but assuming they were complaining about said rock in said shoe, they would have said "my shoe" instead of "the shoe".
I suppose this is the nature of the english language, it is spoken by so many diverse communities in different parts of the world. We should all probably stick to saying what our version of english includes (this is a mistake I have definitely been making in these forums, to say "not that", so I don't mean to be judgey, except of myself) rather than saying "oh that's something we would never say". Because where I come from, rock sounds weird, and where you come from, stone sounds weird. So I guess the best thing to conclude is that both are acceptable.
I think we have to confine ourselves to noting what is used in our language rather than what is not. To you and I (I am a native British English speaker) rock sounds stupid but it’s clear from comments here and elsewhere that for American English speakers, rock is the word that they use and stone sounds stupid.