Thank you all so much for all your support whilst I've been having a major wobble! I'm feeling far better today, and a big part of that comes from you wonderful women 
I've decided to just keep swaddling and to try my best not to feel bad about it. Once a week, when I feel up to it and when I sense that DD will go down for her nap easily, I'm going to try swaddling her with her non-dominant arm out. If it doesn't work, then that's fine, I will just swaddle her up again and try again the next week.
Zana, I've also read loads about it all, and I've come to the same conclusion as you. It's just so difficult when some people are telling you that what you are doing is dangerous for your baby. When I said that she gets so upset and hysterical without swaddling that she ends up choking and vomiting, I was told that that's fine as long as she doesn't choke on her vomit 
Nazly, I think the problem is supposed to be that if they roll over they will be face down without and arms free to push themselves up, and so they could suffocate. But as my HV said, if she's strong enough to roll over swaddled (which must be quite hard!), then she can turn her head to the side and lift it enough to breathe and/or scream for help!
In terms of my futile attempts to be a "perfect" mum, I had a really long chat with DH about this earlier (he really is wonderful, I'm so lucky and grateful to have him!). Anyway, he said something that really struck home, so I thought I'd share it on here as it sounds like a few of us are struggling with this...
I was saying that I need to not aim for perfection, but to try to be good enough to get through the day with no major disasters. So a simple lowering of standards. DH said that he thought I'd find d it really difficult to do that given how perfectionist I am and that I'm unlikely to think that "just getting by" is ever really being good enough. He suggested that instead I try to reframe what a "perfect" mum is in my head. I see a "perfect" mum as so done who is calm, can soothe baby, get baby to sleep well/easily/safely, can feed efficiently, always has a contented baby, etc. He said that his view of a "perfect" mum is somewhat different. His view is of a "perfect" mum is one who is always there for their child, who always tries their best, a mother who their baby looks to for comfort when upset. This "perfect" mum may have a baby who sleeps badly, has grizzly days, who gets colds, etc. but if she is always there trying to soothe and comfort her baby, then she is a "perfect" mum.
Hope that makes some sense?! It really makes sense to me, and I think I'll find it easier to try to change my view of what "perfection" is than to "lower my standards"! From now on, when I'm struggling and feeling frustrated at myself, instead of asking myself "why aren't I doing this perfectly?" I'm going to try to ask myself "am I trying my best?" I'm sure it won't be quite as simple as that, but I think it may help me to feel less inadequate.
In other sleeping news... DD woke for a feed at 3.30 and I couldn't get back to sleep. Usually from about 4.30 she is unsettled and sleeps on me until she wakes at about 5.45, so at 4.15 I thought I might as well come sit in her room and come on here whilst waiting for her to start stirring. Yup, at 5.30 she is still fast asleep in her bed!
Centre Parcs is a great place to go with a little one. We went there in January and had a great time. The pool is the best thing there though 