Imo I can't help you with your sleep question but just wanted to give my congratulations on getting your DD to latch on, I admire your perseverance a nd it's great that you've both been rewarded!
As for the playing - I asked that question first but no one really seems to know, I think that just pulling silly faces at them and blowing raspberries etc is more than enough at this stage, I think at 4 weeks they can only see 30cm in front of them anyway, in as much as they are only very young and I don't think they're developed enough to handle or need a great deal of stimulation.
Moonlight - My answers to your questions (been meaning to do this for ages!)
Q1 - I am 5 week exactly post-birth and my lochia has all but gone, whatever comes now is just a brown gunk. I have heard of people still bleeding 2 months post-birth but I don't know about it being red. I think maybe you should speak with GP or could you phone NHS Direct as they may be able to give advice and you won't have to go out of the house!
Q2 - Me and DP had sex when I was a week over due and I think it's put him off for life, he hasn't mentioned sex once since!!! Does he know you're still bleeding? Maybe if you suggested to your DP that the room afterwards would resemble something out of the Texas Chainsaw Massacre he might back off a bit?!
Q3 - Becaroo has been on but I've still not seen Hopefully, I hope she's ok.
Q4 - I have just bought a Close sling so I may be able to comment on the slippage issue, but I hope mine doesn't do it!
Q5 - In my opinion EandZ needs to take a more laid back approach to her hair, mine gets washed twice a week, and that's when it gets brushed as well! The 'birds nest do' is the new black in this household!