I didn't have anything either until last Sunday I had my babyshower I'm 38 weeks already. You shouldn't worry about that for your baby health and yours.
You actually don't need everything right away. It's good to be prepared but physically you only need diapers, a crib or bassinet, a car seat, a carrier or stroller, a pair of newborn clothes and then some 0-3 month outfits. You only need bottles (and formula) if you plan on not breastfeeding or using a breast pump until after you go back to work. A baby bath is good but you can give your child a bath without one you just either have to have them in the sink, propped up or you sit in the bath with them to ensure safety. You can use any old rag or t-shirt as a burp cloth, changing pad, or back up diaper until you are able to get more. There are lots of things you can do.
Its a tough situation, but hopefully your baby holds on a little bit till the shower, try second hand stores, or maybe friends with kids can hand you down couple of things, and If you have medical insurance try checking if they have the free car seat or breast pump program. I wish you the best!!