mucus plug or bloody show?

Ps. Posted this in “third trimester” group. Honestly not sure which one is better and just want to know sooner so sorry in advance...

Can someone please tell me what the big difference is between having your “bloody show” and losing your mucus plug? I keep getting told I’m not gonna go into labor or progress further into labor until I show signs of having my bloody show and I know mp can regenerate, have been slowly losing my mom for roughly 4 weeks.. getting a little frustrated. Am now 4cm dilated and 80% effaced. Feel like if I haven’t had bloody show by now and I’m late, may not have it or may not be chalked up to everything it seems to be?