I guess all mummies will feel the same anxiety when the big day is approaching.
For myself, i did pre-natal yoga, not only help in relaxing my mind and it also correct my posture but did not help in my left backache cos my uterus too big and pressed onto my nerves so caused the pain. but i think pre-natal yoga is kinda late for your now since you are already in week 33.
a bit more exercise like walking in the park or simple stretches would help relaxing your mind/body.
Pelvic floor exercises~ execise the area to be more "elastic" when baby coming out. My logic is that if baby can come out easier, labor process will be shorter and the strength that you need to push will be lesser..
dont worry too much, be positive and do what you wanna do now before baby comes out. By then, you will be more fatigue!