Sometimes people lose it (days) before going into labour, other people won't lose it until they're in labour and I think it's also possible to not notice it, but I guess that's most likely if you're already in established labour seeing as you're too busy with contractions etc... cause I remember how much there was from my first time!! I doubt anyone can miss that if you're not having anything else going on yet since it doesn't all seem to come out in one big piece...
I'm 40+2 today and haven't had anything yet..... I must admit I'm always a little disappointed when I go to the toilet and the tissue is clean but at the same time I know it doesn't necessarily mean anything.