I really feel for you all. To be honest for the ENTIRE first year, or maybe a bit more, I ALWAYS preferred to be at work than with DS! It was so, so much easier and more rewarding. I have always been someone who loves and needs to work, so I was never going to be a SAHM, but I don't feel like that now. He is a lovely toddler and you will get there too.
Re: the sleeping, DS started to improve properly from about 18 months and slept through reliably from 22 months (though then disruption over Christmas mucked that up again). We did everything "right" from the beginning - excellent evening routine, taught him to self settle (eventually) etc etc, he still just woke up. To be honest, when he finally started sleeping through we both felt that something actually neurological had shifted, his sleeping just seemed different and obviously he was finally able to 'link together' his sleep phases. (Though actually I am a very light sleeper and I still often hear him talk/shout in his sleep at these light points, he just doesn't usually wake any more.)
It is really hard to enjoy anything at all when you have had so little sleep (except perhaps that first cup of coffee when you get to work!). It is TOTALLY OK to admit that you are not enjoying yourself with babies like this. And personally I found being at work on very little sleep easier to bear than being at home all day with DS, just because when I am very very tired I find emotional "work" more difficult than intellectual/admin work.
may baby swimming with my DS was a bit of a disaster too. There were so many times with him that I felt silly having to insist/explain that he was being overstimulated, or on the verge of it, by incredibly minor things. Trust your instincts on this one. I found it often helped to literally cover his face as I held him to block stuff out (often while feeding too) and also to have a sort of calming mantra to say over and over again for him to cling on to: for months and months I used to say "loooonnnnnggg breaths and deeeeeeeeeeeep sucks" like an idiot throughout almost every feed to keep him calm enough to feed properly. He wanted it so much but would get overwhelmed with his own desire and choke! I still sometimes say it to help him calm down now that we have reached the age of tantrums.