No way should you cancel the bone scan. You would then go to the end of the queue and have the same wait over again, or even longer.
The scan is for your health, not the consultant's. If you don't receive that letter by Friday afternoon - or perhaps by Friday morning, we all know that everyone likes to get off early on a Friday and they could all have left the office - get on the phone and start throwing your weight about. You are the patient! the customer! and the customer is always right!
If necessary, burst into tears and say you are so worried and scared about why they are sending you for this test, because it has not been explained to you, and you have been waiting for four weeks for more information, in spite of being promised a letter.