The hot tub that I'm installing requires a 240V supply but there are only three connections. The two hot leads and a ground connection, shouldn't there be a lug for the neutral wire also? The gfci breaker has a three wire with a ground (4 wires) on the line side with the white neutral on the line side of the gfci and the gfci white pigtail connected at the neutral bar. The ground into and out of the gfci box is connected at the ground bar and is grounded at the hot tub. Is this correct?

Perhaps not all tubs need a neutral, yours must be one of them.

The 2 pole GFI breaker may have a neutral lug on it, does not need a load neutral wire connected to it to operate properly. Only connect the white "pigtail" wire to the neutral bar in the panel, and of course the two load hot wires.

The grounding done sounds fine.