They aren't that good at knowing their due date, can be anywhere between 28-35 days, in rare cases even later. Or she just didn't take.
Some does build nests in advance, even multible, others not, most of mine start nesting in earnest and fur pulling just in time.
If she's eating all the hay you put in, you're not putting in enough, espacially now when she might need a lot to build the nest.