Lots and lots of walking!!!
I was the same. I went to 40+6 and still no signs of baby wanting to come out. Once you get near your due date though your dr will talk to you about getting induced. It was a great experience! And baby was perfectly healthy :)
Don't stress. My my mum had both her children at 38wks out of no where.... not a single BH or sign of mucus plug. Both both within 3hr labors.
I wouldn't stress too much. Some women find that baby drops and they go into labour fairly soon after. It happened my friend. Others take a bit longer. As long as your MW/Dr are happy with baby and you don't panic.