What could the nurse in this case have done when the physician gave orders to transfuse the slow running unit even if it took all day?

The nurse could have mentioned to the physician that the norm (as specified in blood safety standards) was to transfuse within 4 hours. If the physician persisted, she could have then contacted the transfusion service. Or the nurse could have first contacted the transfusion service, which would then discuss the issue with the patient's physician.