I've never had it happen, bag come and go before calving. Like how you said pins dropped!
Knickers calved 2am Sat morning, full term and we still can't quite figure out where she kept him. I compare her to a supermodel, perfect figure before and after calving!
Small bag though long teets. Good size and Edward sucks like a dream!! With any luck, this time next year, she'll have her 2nd calf and 1st calves for Mary and Jennifer!!