I am 35 weeks and just started maternity leave too and feeling similar ! I feel there's still so much to do....plus I'm convinced the baby is going to come early and panicking that we won't have things ready.....
Ticking things off my to do list makes me feel better....- I use this website/app called Todoist - it lets you make multiple To Do lists called 'Projects' with different names so I have: Baby, House, Personal, Would be nice to do, Hospital Bag etc....and every time I am feeling like I really need to do something I have a look on the lists and see if I can get something ticked off. It syncs with your iPhone wirelessly too...so if you think of something you can quickly add it to a Project list on your phone or just the 'Inbox' which is the list for Today - before you forget what it was !! Easy to schedule for a particular day - so you feel you 'dealt' with the task by assigning it to a day & postbone things til tomorrow that you didn't manage to get done that day, without feeling guilty.
Also you can 'share' a Project with someone eg. DP !! And they can see the list, add things, tick things off, see due dates that you set for certain tasks. My DP said he feels better now he actually can see a list of everything I want him to do & he can look at it in his own time, rather than me telling him random thing at the time which overwhelm him and get forgotten.
It's really tricky because I'm used to being quite high-functioning at work and getting lots done in a day and if I don't do much I feel I've been lazy or failed...but I'm just trying to adjust to a slower pace and realising that this is maybe the only time in my life that it's OK to do nothing !
So I'm adjusting my expectations and realising that if I get some housework done, one thing ticked off my list per day, eat & drink regularly - eg. raspberry leaf tea, lots of water - and then manage to switch off my brain enough to have a nap/rest plus also do something active eg walk, stretching, yoga or swimming then that's quite enough for one day ! Just have to keep telling yourself that there's plenty of time.......just one thing at a time.... So hard though !!
Try and go with the flow ! Hope you feel calmer soon.