I'm 35 weeks as well and have been dealing with the same issue. My doctor doesn't play, when my pressure gets high like that especially when accompanied by a headache he will send you to l&d for at least 24-48 hours for monitoring. I've been hospitalized twice for this, actually just got released today. I think they should take it a little more serious as it could cause potential problems for you and baby. I'm on strict bed rest by the way
You should be evaluated for preeclampsia.
Your urine needs to be checked for protein, and as you say, you should be evaluated for a possible early delivery.
Did you tell your midwife you are having severe headaches? You are exhibiting classic signs.
I'd get these answers today -