Hi mama! I totally get the nerves about going back to your OB, but honestly it's worth pushing through that, they've seen everything and won't judge, I promise. At 40 weeks and 2 days, your doctor really needs to check on you and baby to make sure everything's progressing safely.
That said, lots of mums I know swear by the basics while they wait: lots of walking (the curb-walking thing seems to help many), spending time on a birthing ball, and drinking raspberry leaf tea regularly. Some mums also mention eating dates or trying certain foods, though I didn't find they made a huge difference for me personally, but everyone's different. The EPO you're already taking is a good start too.
The thing is, induction might actually be necessary at this point, and that's not a failure, it's just your body needing a little help, which is completely normal. Please do go back to your OB for a check-up, even if it feels awkward, she's there to support you, and you're so close to meeting your baby now. Wishing you all the best!