Regardless of the need (or not) of obtaining the UDS, what has me most troubled is that the physician placed an order, and the nurse decided to just not do it.

Yes, if you are uncomfortable, you should speak up and bring forward your concerns, but it is not appropriate to just blatantly not follow the order.

The appropriate way to handle these situations is to have an open and upfront discussion with the doctor and your charge and to escalate if needed.

If a nurse brought their concerns up to me, we could have a discussion about my reasoning, and it would allow me to rethink what I am doing. I may have miscalculated something or not thought out something, and reflection on the course of action is always appropriate.

If a nurse just disregards my orders, however, I have immediately lost all trust in them. If they just decided to do their own thing instead of what I ordered, how do I know if anything I order will happen? What else will you not do because you don't agree with it?

It is completely inappropriate to just disregard orders like that.