I think my preference, (with the benifit of 20/20 hindsight!) would have been:-
Call each part of the circuit, each time I was told to "Standby" just to inform other traffic of my position, eg
"G-ABCD downwind, left hand circuit for Runway 26"
"G-ABCD left base for Runway 26"
"G-ABCD final for Runway 26"
Then:-
- continue approach to about 300ft,
- go-around into left hand circuit
"G-ABCD going around into left hand circuit, due to no landing clearance received (in irritated tone!)"