Some women dont lose their mucus plug at all. I lost mine early on but some just go in2 labor without losing it. Your fine, dont worry yourself
Don't worry about it at all. You may not lose your mucus plug until you are actually giving birth. Every pregnancy is different. I've had three kids and i've only noticed my mucus plug once and it came out when my water broke.
Im 39+3 and havent lost mine either or dilated or thinned either at all. You may have also lost ti and not known like if your dr checked you and sometimes it comes out then but they dont tell you. It will happen though no worries.