How to write 4 bytes continuous data without any SCK delay through SPI with Pic18f45k20
Cite from the 18F4550 datasheet, which should be the same concerning SPI:

In  receive  operations,  SSPSR and SSPBUF  together create a  double-buffered receiver.  When  SSPSR receives  a  complete byte, it  is  transferred  to SSPBUF and the SSPIF interrupt  is  set.
During  transmission, the SSPBUF is  not doublebuffered.  A  write to SSPBUF will  write to both SSPBUF and SSPSR.

SSPBUF is a 1-byte buffer and SSPSR is a shift register actually connected to the IO pins.
This means the master effectively does not have a buffer for sending data.  After sending a byte, a new byte has to be written to the SSPBUF, and a new transmission process has to be triggered. This always takes time noticeable as delay between byte transmissions.
If reducing SPI speed until the delay is neglible is not OK, you have to implement the SPI transfer in software. This will be slower than the faster SPI hardware modes!
Keep in mind the different clock cycles the instructions need. You will need several NOPs to get a well defined SPI signal with a 50% clock duty cycle.  I did this some years ago and can show it end of this week, as I'm currently on vacation.
The microchip libraries offer software SPI, too. But I doubt they can do multi byte transmissions seamlessly.