Oh what brilliant news - I am so pleased you got your happy ending! And it WILL be a happy ending, I promise. These jitters are completely normal at this stage, and yes it is COMPLETELY infuriating how people are fixated by the how you got pregnant thing. Sometimes even before they say congratulations, they're asking how you did that - in a really intrusive, 'but how did you get the sperm IN?' kind of way.
We are about to get our second child, by adoption, which will only increase the amount of questioning our family will put up with. You will evolve your own way of handling this, as we have - working out when people are genuinely interested versus just being nosy or combative, and honouring your own feelings about whether you want to satisfy that curiosity or not, then finding a firm but charming way of moving the conversation on. I often think of the penguins in Madagascar: "Just smile and wave, boys, smile and wave...."
As for the donor and his dp, you are right to be concerned about how this will play out with them. The time around pregnancy and birth can be very emotional, and sometimes donors do suddenly want a lot more involvement. I'm glad you've got a written agreement. it's really good to have in place, even if you end up changing it. During pregnancy I ended up feeling sprung into some big concessions, because I didn't think quickly enough to work out how to say no and didn't want to seem impolite (for example, I agreed to include dp's surname as a middle name, which I now regret). Eventually I learned to respond to every request with the words, "I need to think about that. Let's just stick with the agreement while we see how it works out" or "I'm happy to do that for the next month, but after that I want us to return to our permanent agreement". I was very flexible around visiting in the first year, for example, but was clear that we would be sticking to one day per week once I returned to work.
It isn't always easy to have a known donor, but i look at my dd with her dad and I know we did the right thing for us. He gives her so much.
One thing, though: be clear and consistent in your vision on what the relationship is between your baby and the donor. Is he going to be a dad with responsibilities, or a kind of uncle figure who visits once in a while but isn't expected to provide anything? I ask because you say he isn't contributing financially, but you're worried you'll end up running everything by him. In my book, a dad supports his child - my dd's dad pays child support and does a day a week childcare. I don't run everything by him - our contract is clear that day-to-day decision-making lies with us - but I would certainly consult him on major decisions, or at least let him know what I am intending to do (choice of schools, for example).
If we had agreed a more distant relationship, where the donor has no rights and little involvement beyond occasional visits, then I wouldn't expect any financial support.
This isn't about 'buying' access and involvement, it's about being clear what the nature of the relationship is: if you're a dad, you support your kids. If you're a donor, even a known one, you don't. Our arrangement has many advantages, but some disadvantages too (for example, my dp can't adopt our dd because her dad is on the birth certificate and understandably will not relinquish his parenthood). And I have a friend, a solicitor who specialises in gay family law, who says she often sees the reverse, where lesbian mothers basically accommodate everything the donor wants, while not asking him to contribute anything. So be clear and consistent with what the relationship is, and then it will be easier to know where you need to hold the line.
But all of that will come later. For now, just enjoy the wonder of being pregnant. Over the next few months and years you will worry about everything, but most of it will be fine!