My eldest often slept with his eyes open, although mostly only half open.
I was a very frightened Mum of tiny ones too (am still very frightened Mum of bigger ones now, just different things that scare me!)and I got tremendous peace of mind from a listener with an alarm mat like this.
It is sensitive enough to pick up the tiny movement made by breathing. I had a few false alarms in the whole time I used it, and other Mums have said they would never use one because of this possibility, but I found it a great comfort.
It didn't stop all my fretting, but it did help me sleep (with the alarm as close to my ear as possible!). He was right next to me in the moses basket and then a bedside cot, and I did get comments about being ott, but for me, like you by the sound of it, I just couldn't get any sleep otherwise.
I know they are expensive and they aren't 100% accurate, but they are miles better than nothing imo and I did sleep much better so it was worth the cost. There is a movement only one which is a bit less at £60.
I co slept with my second and third, but I still used the breathing monitor if I put them down for naps.
Do speak to the HV etc, but don't feel bad if they just tell you you are worrying too much and going overboard. Do what you need to do to feel more at ease. The thought of anything happening is so terrifying I found it hard to bear too. My HV just told me I was being a worrywort and to get over it, but they are a lot more tuned in to helping Mums emotionally now.
Hope you can get some rest.