I failed my 1 hour glucose test at 29 weeks,but haven't had insurance to be able to go back to the doc for the 3 hour glucose screen.I am now 31 weeks.What has happened to my baby during this time,is it being harmed?

Only your doctor can say that.
However, if you do have gestational diabetes, the high sugar level causes your baby's pancreas to produce more insulin which also causes higher weight of the baby. Babies with a high birth weight oven have to be delivered by C section as there is a higher risk of nerve damage (as the baby might get stuck during delivery), so you really want to get insurance. However, 2 weeks might not have a large impact. You should definitely do the 3 hour test to be sure.
Also have a look here (especially for tips what to do if you do have diabetes, e.g. diet change, exercise etc):
http://www.babycenter.com/0_gestational-diabetes_2058.bc?page=2

You somehow must address the failed glucose test. Nothing should happen to your baby until you go into labor and then possibly you may have pre-eclampsia which is a very life threatening situation for both you and your baby. I nearly died from this complication while in labor as I was carrying my baby too long and was way overdue in the delivery. I did gain too much weight but I did not have any kind of glucose test which may or may not have caught the pre-eclampsia predeliction.

Are you going through the health department at your county for the birth or is this a private doctor? You can call up your local health department and ask them for assistance to get the testing done at the county facility. Not all county health departments have such facilities.

Nothing should happen to your baby until you go into labor and then quite possibly you may have pre-eclampsia which is a very life threatening situation for both you and your baby.

Twinkie, you are talking about 2 totally different complications of pregnancy here.

GDM (Gestational Diabetes Mellitus) is a complication of pregnancy that can increase birth weight and cause blood sugar levels to drop after delivery. Many times I deliver GDM girls by c-section due to the risks of vaginal delivery such as shoulder dystocia, just to name one.

Pre-eclampsia, on the other hand, is basically high blood pressure caused by pregnancy.

Sometimes women have both, but GDM does not cause pre-eclampsia.