I don't see a problem. Many start building the nest just in time, and it can still be up to a week. One of my does consistently kindles on day 35, the other around day 32.
If she's noticeable bigger most likely she is pregnant. Patience. The waiting game is part of the fun. Give her rest and privacy, too much hovering and meddling can drone out that little voice in her head telling her what to do. They are prey animals after all.
My way to guess if a doe is pregnant or fat is watching her run from behind - a fat doe moves more like a maggot, a pregnant one somewhat like she swallowed a whole orange. Not very accurate, but I think I see a difference.