Hi Mark,
Don't feel bad about no callous at 4 weeks. I had my 8 week checkup last week and my callous is forming slowly too. There is still a spot on my fracture where the callous is not fully formed. They put on another long leg cast for two more weeks. I was really bummed out about it. You'll feel a little bit better when you get your new cast put on at your next appointment. Take care