40 weeks lost a piece of my mucus plug can i still have sex?

Sure: If you have a normal healthy pregnancy without a low lying placenta ( previa) then their is no danger to having intercourse. Could help you go into labor. Hope your delivery goes well.

No clear/proven risk: There is a theoretical risk that bacteria or other microorganisms from your partner or from your perineum/vulva/vagina could infect your amniotic fluid and baby even if your membranes are still intact. Good scientific recommendations are hard to find. Common sense would suggest caution, oral non-vaginal sex or the use of condom if vaginal penetration is planned ,...to be on the safe side.