While my labour was the opposite - 2 days before I ended up with an emcs, at which point I could have snogged the consultant who said I was having one, I was that happy - DD was also rushed off to NICU without me seeing her. I don't remember anyone really explaining that she was that poorly and that this was going to happen, though they may well have done, it's not like I was paying a huge amount of attention...
Anyway, I really struggled for a long time to come to terms with the fact that I never saw and held a squidgy, gunky, newborn baby. My first sight of DD was 11 hours later all tubed up in an incubator. In some ways I imagine it was a similar shock - she was term +9 after a healthy pregnancy, you just don't expect a baby to be rushed to NICU at that point. Just as you didn't imagine having a baby within a few hours at 35w.
I had a debrief when DD was about 18mo and it was such an incredibly helpful experience. In some ways I think it was more helpful later, when things weren't quite so fresh. But understanding what had happened, and why decisions had been made, really helped me come to terms with it all.
We didn't have the idealised birth we imagined, nor the idealised first few minutes. That's a big, big thing to come to terms with. I can say now, 2.5 years on, that while I do occasionally think about it and it is still something that makes me feel sad, as DD has grown up it has receded and become much less important to me. But yes, at the time it seemed to be on a constant loop in my head. It was so important to me for those first few months.
Everything is still very new and very fresh at the moment, and you are still hormonal and coping with a tiny baby. You're not going mad to be replaying it. But focus on your son. He's here now, changing every single day, and that is much more important in the wider scheme of things. I promise you, it will gradually fade and you will feel better about it.
But do think about a debrief, especially if you are thinking of having more children. I found understanding what happened in DD's birth has helped me when considering whether to do it again.