I was like this for about 2 weeks after birth and then it eased off. I had a couple of different feelings I could differentiate - first, the extra-sensitivity to normal emotions, such as feeling nervous at DH going back to work, totally reasonable to feel anxious and I don't think it's a huge stretch to cry about it. I think this is exacerbated by broken sleep as well as being hormonally driven.
Then other than that I just had this background feeling of sadness, a heaviness. The only thing I can compare it to was homesickness. It seemed to hit me in waves and was worse around mealtimes or when somebody was trying to show me the nice things. I could appreciate the nice things, but it was like everything was dulled and I wasn't allowed to feel it or enjoy it.
Also in addition I was having intrusive thoughts and anxiety, we live on the fourth floor and I became terrified of windows in case I was overcome by the urge to throw the baby out, or misstepped in the night and mistook the window for the changing table, or something equally unlikely. Of course, I never had such an urge but I kept all of the windows closed even when I was stifling hot and kept clutching him to me in the middle of the night because I was so frightened by the thought. And the normal keeping checking he was breathing. These actually lasted a bit longer than the other two feelings, but they have passed now as well and my baby is six weeks old now.
I didn't have such intense baby blues with my first so it took me a bit by surprise but I wondered if the lingering nature of it was to do with the birth and breastfeeding took a bit longer to establish as well, so I'd wondered if that was making my feelings go haywire.
It does sound like things are settling down for you, albeit a bit slower than you might expect but if it's getting better slowly then I would take that as a good sign. If it started to get worse again or it's still there in another 2-3 weeks then it might be worth asking somebody about it. I believe there is a check for PND at the six week check as well.