Final answer:
The nurse should withhold the exenatide dose and notify the provider immediately if the client experiences severe abdominal pain.
Step-by-step explanation:
From the information provided, the nurse should withhold the exenatide dose and notify the provider immediately if the client experiences severe abdominal pain. Severe abdominal pain can be a sign of a serious complication and may require immediate medical attention. The other findings mentioned, such as weight loss, nausea, or increased blood glucose levels, are expected side effects of exenatide and may not require immediate intervention.