Firstly, I'm so sorry for the loss of your mum OP. sending big hugs 
Take solace that you've started a little tribe. You sound like a dedicated and loving parent and that inevitably translates into a close knit family.
You're not failing OP. Could it be the exhaustion speaking?
I get that you're scared (we have 3 too with 2 year gaps, they're teens now) it was - and still is - emotionally, mentally (and when they're small also physically!) full on. Can you give yourself credit for that? I always had that mum guilt too so I get what you're saying, still have it! Because it feels never enough there's always so much more to give. So consistently giving an honest 80% is already an amazing job IMO.
Make sure the older ones are ok, sort them out first of they're all set off at the same time. Managing 3 kids' relationships is demanding but can be done. Each one will continue to need attention, love, time...that's the deal.
"I wake up everyday feeling like I can't cope, some days are worse and I have some really dark thoughts. Some days I feel more positive but by the end of the afternoon just want to collapse and cry."
I remember those dark moods too.
With hindsight I'd suggest a mid-afternoon break for when you anticipate you might collapse, put the box on for the kids and have a quiet cup of tea by yourself. Notice when your energy levels are about to dip and have a snack or a 2-minute power nap. You can control your energy levels, it's just toughest when pregnant but will get better.
Basically, be kind to yourself, lower your standards, give yourself some grace, cut yourself some slack, the lot. Sometimes it's chips, peas, cheese for tea, next day noodles and an egg. Go easy on housework and get your DH involved 100%.
Make it easy for yourself on those tough days (and especially now that pregnancy is taking its toll. On that note 3 pregnancies so close together is so tough on mind and body, we have the same gaps and in the moment it sounds normal but looking back it's madness tbh!
You have some valid and very normal worries, and I suggest you tackle each of them one by one
- worrying if I'll be ok afterwards [what do you think?]
- I'm scared 3 will be out of my control [in what way?]
- I'm scared my two girls will resent me [what makes you say that?]
- I'm scared about my mental health [speak to a professional, for example your midwife, GP. I'd address this as a matter of importance]
- I'd also speak to someone to be able to process your grief
- Take time to grieve, journal, share with friends or on here
- and I'm scared of messing things up for them. [in what way?]
This way you can take the power out of these worries, you can handle them.
Regarding middle child... yeah. Our middle child is a diva and emotionally the most intense, needing a lot of validation and attention, at least that is the story I'm telling myself. But our middle child is also entertaining, resilient and has excellent social skills.
You are not alone. Literally millions of women have been where you are before, including myself.
You got this OP