@magicker72 and @Matt found the medrash that identifies Ezekiel as the prophet that they asked. Since they answered the question, I am just going to expand on why it appears to be a "nevuah that was not carried out".
Note that he did not prophesy that they would not be saved but Ezekiel tells them that Hashem is not with them (לא מתקיים עליכם). However, on a hashkafa basis one cannot expect to be saved and must react as if he would not be saved through a miracle. The fact that they were saved does not invalidate that.
For someone to be worthy of a miracle and to be saved, he has to be willing to die and not expect a miracle. We have the principle "Ain Somchin al hanes" (do not rely on a miracle). Note that Rashi says that "they responded" (to Nevudchadnetzar) that they did not expect to be saved, not that they were told that they would not be saved.
“You shall not desecrate My holy Name, rather I should be sanctified
among the Children of Israel; I am Hashem Who sanctifies you.” Vayikra Emor 22:32
You shall not desecrate – If a Jew is in a situation in which he is required to give up his life rather than desecrate G-d’s Name, he should do so without expectation of a miracle occurring to save his life. Rather he should act as Chananiah, Mishael, and Azariah did when threatened by Nevuchadnezzer, who wished to cast them into a fiery furnace unless they bowed to his statue. They responded that G-d was surely capable of saving them, but they didn't know if He would, and were prepared to sacrifice themselves regardless, rather than desecrate His Name. – Rashi
Another example is Avraham and his brother. Avraham was saved and his brother was not. There are commentators who say that Haran waited to see what happened to Avraham and when Avraham was saved he declared that he was ready to give up his life (without the expectation of being saved) for what Avraham had proved true. Haran was then thrown into the furnace and died.
Nachshon ben Aminadav jumped into the sea when Hashem told the Bnei Yisrael to enter it without the expectation of (he himself) being saved. If his death was required to save the rest of Bnei Yisrael, he was ready for it. Hashem then split the sea.