I was the same way. My son's due date was black Friday and I didn't end up having him until December 3rd. I went and got induced with no progress. But I had contractions back to back. Ending up need I got a c-section. We were both healthy though!!
I wasn't dilated at 40 weeks either and ended up being induced and had my daughter at 41 weeks 1 day. I also wasn't efaced. Sometimes baby just doesn't want to come :) has your doctor discussed your options with you?
Some women don't dilate til labour starts...doesn't mean anything is wrong...just means your body isn't ready yet.