You actually still have loads and loads of things you can do to manage the pain, so instead of thinking "help - no pain relief except epidural!" think "I have all these possible options:
breathing
visualisation - imagining something meaningful to you during each contraction, such as climbing up a steep hill, or a big wave coming towards you and surfing over the top of it, or anything which appeals
helpful positions to encourage the baby down (upright, forward, open positions such as standing up, kneeling up, on all-fours etc)
movement, such as kicking your legs, stomping, banging your fists, anything to distract you
vocalisation, such as determined "aarrhh"s, or counting, or saying (or thinking) positive phrases
water (as mentioned above) - a pool, a bath, a shower
hot water bottle on your back / tummy
massage of your lower back
TENS machine
Many many women in the UK get through labour without gas and air, so it's definitely not the end of the world. And at least you have the epidural option there, in case you need it. If you search previous threads here on "natural birth" or "Ina May Gaskin" or "pain management" or "pain relief ideas" I'm sure there are loads of more detailed threads about what you can do to help yourself.
Good luck - don't panic - gas and air is only one of many pain management / relief options even in the UK, rather than the only option.