A steriod shot is not going to guarantee your baby's lungs are developed. If it did, the doctors would have let your baby be born then. The reason pregnancy lasts for 40 weeks is because it takes 40 weeks for a baby to mature enough to live outside of the womb.
I understand you are hurting. I understand the last month of pregnancy is the worst ever. But it is something everyone goes through and you'll have to as well so you can have a healthy baby - and isn't that more important?
I can tell you that if your doctor stripped your membranes at 35 weeks to help you induce labor the he is a fool because as said above the baby is NOT ready to be born yet this is the most important part of the babies developement. Secondly by law unless medically nessecary doctors cant even INDUCE labor until 39 weeks and strip membranes before 38 weeks.