Have anal abscess. tried to pop it, popped, but nothing came out, i guess the pus went inside and upwards? should i be scared now?!

Abscess: Abscesses need to be drained and in this area also require antibiotics. Be checked and treated. All the best.

Scared ..not so much: Anal or peri anal abscesses often require surgical drainage. They also may require a exploration to find and remove a fistula tract that may have caused it to begin with. I wouldn't worry about "lost pus", but would expect a recurrence & need for more work.