This is a very complex issue, and while I'll talk about several parts of this, I would urge you and your sister to find a counselor that can help you
But right now, what we can do is take a look at the situation:
Bob could be experiencing two things, separately or in tandem, that are common. These are denial and "restlessness." He may be experiencing denial in the sense that he may realize he is sick, but he may be in denial that he cannot be cured. He may, at some level, think that if he continues to get the transfusions he will eventually replace the bad with the good and he will "beat it." He may be restless in the sense that he does not feel ready to die, and therefor must do everything he knows how to do to stay alive. Often in this case, he is mentally or emotionally restless. There are things he wants to have done or said that he has not. While you cannot help him easily to overcome denial, you can help him with unresolved issues, outstanding conflicts or unachieved goals. Here's one area where working with a therapist can especially help -- He or she can help you to focus in on particular actions or words that will illuminate what regrets, needs, or fears he has about dying. Maybe Bob would also consider coming and talking to the therapist. Either way, by addressing these issues you can ease him into an end of life that you are all more ready to handle, including your sister.
Concentrate on leaving his legacy WITH him. He may (and should) have his will, power of attorney, healthcare power of attorney and DNRs signed, as should your sister and you. Completing these is not only legally a good idea, but it is also a good way to occupy your minds. If you can, try to plan your memorial services (all three)as well. I know this sounds like a stretch, but it is sometimes comforting if you all can do it together, so you're not singling him out.
Now we need to talk a little about the physical side: This may sound harsh, but if Bob is close to death, what is pushing there is not lack of platelets. The advanced stage of the leukemia and its effects on the total body has made him a candidate for hospice, not the low platelets. That is only one piece of the puzzle.
If the oncologist has written the order for hospice, he has enough evidence that leads to prognosis of less than 6 months to live, so all curative treatment should be stopped. (You say 1 week, so you may know this.) This includes transfusions. I'm sorry to say, the oncologist is not obligated to help after this order is written, and it is curious that there is still someone who is writing the order for his transfusions.
Hospice is a wonderful program of care that concentrates on social, spiritual, cultural and physical comforts for both the patient and the family. This includes management of pain, energy level, nutrition, grief and many other areas. In fact, Bob will be getting more medical attention through the program than when getting transfusions (and likely treated better). This can be a scary decision for your family, but not being educated on how to handle end of life (during and after) is scary too.
There are many resources to find out more about hospice. Www.hospicenet.org/html/faq.html has an easy-to-understand Question and Answer section. Additionally, I love Larry Beresford's tender and informative book "The Hospice Handbook" available on amazon.com. Further, I have written a short handbook on hospice and palliative care, found on my website, www.CompassionateCaregiverOnline.com.
By agreeing to have him enter this program of care, your sister is doing the best thing she can do to help him prepare for end of life. This is another area where a therapist could help the two of you, in acceptance and working through the issues. Ask the oncologist's office manager for a referral, or talk to a chaplain at the hospital. They are usually available free of charge.
You're being a wonderfully supportive sister. Good luck, and write again if you need to.