With prem labours monitoring is usually continuous simply because a prem baby usually isn't as resilient as a full term bubba and are less likely to cope with stressful situations like labour or anything that might be happening during labour which makes it even more stressful (like a funny position or APH)

As for drugs in a prem labour I know where I work they rarely give pethidine as it can effect bubs respiratory effort after birth and with a prem thats already at a higher risk of having respiratory difficulties they don't want to administer anything that could further effect this possibility. Epidurals are fine as is gas.

As a midwife I don't often offer pain relief unless asked for although I do make suggestions and occassional highly recommend something if I think it is needed. But if the woman behaviour indicates she appears to me to be managing well then I leave her I don't mention anything about pain relief (unless asked of course) so perhaps because you were doing so well then it wasn't neccessary to offer (but we are all different)

Usually someone over 35weeks is treated exactly the same as a term pregnancy/labour (maybe a little more monitoring) until the birth and then a paediatrician will be present in case of problems relating to prematurity arises immediately at birth. Under this gestation (or with other problems known) then things are treated differently.