Should I try to wait till 40 weeks?

Babies are born before 40 weeks all the time. I think it would be perfectly safe for you to go ahead and request the c-section to be done earlier if you're in that much pain. Ultimately, it's up to your doctor to decide, but I don't think your doctor would want you to be this uncomfortable, either. I haven't experienced this myself, but I think that as long as everything else is ok with the baby, you should at least try to make yourself comfortable - even if that means giving birth earlier than expected.