Different modes of travel have different rules. In March you shouldn't have any issues, and you don't really need an okay from your midwife, unless you want it of course.
All airlines allow you to fly up until 35-36 weeks. And then the individual airlines make their own. Some don't allow after 36, some allow between 36-38 with a medical note within 24 hours of flying. Pretty much no one allows after 38. And I wouldn't want to be stuck in another country giving birth anyways.
We have a wedding at 37 weeks, and before getting pgn, I checked to make sure I could still fly. I can, but we're now thinking of driving because getting the medical note on either end is going to be a pain in the butt. It will be a bit longer trip, but will save us a few hassles including renting a car and medical notes and some money etc.