Also, aren't BBQ bristle brushes magnetic? Wouldn't a simple magnet over the spot have exacerbated the pain and triggered a closer look?

Not that you'd have known to use a magnet to test it, but now it's certainly something that could be considered on a checklist of cheap/free things to check before more expensive/time consuming/invasive procedures are initiated.

Bristles are brass (alloy of copper and zinc; corrosion resistant, food-safe), and not magnetic.

If they were magnetic, a CAT scan would rip it out I imagine

The only xray given were CT scans. How it was missed I don't know. It could have to do with the orientation of the wire.