39 weeks pregnant, no mucous plug yet?

Yes, all normal. Not everyone sees a mucous plug, I never saw mine with four babies and I once had a woman ring me crying in pain, she was clearly in labour but said she couldn't possibly be because she had not had a 'show', when I saw her 1 hr later she was 8cms! The pain is probably Braxton Hicks, your body is preparing for labour and the pushing down is great. Good luck