Oh my goodness, you sound so stressed. Please have a virtual hug from me!
You may well have seen me on the donor board; I hang out over there quite a bit. My situation is a bit different from yours - I'm single but don't have children already; and it took a lot of treatment to get me to this point (27 weeks pregnant), including a couple of miscarriages and ultimately needing to use donor eggs as well as sperm.
And you know what? The first time I was pregnant (speedily leading to miscarriage #1), was over really quickly so I didn't have too much time to think about it. The second time, though (ultimately miscarriage #2, but I had a good month of pregnancy before it became apparent that was where it was heading) I freaked right out. And I felt really weird and guilty about that, because this was what I wanted! And had tried so hard to make happen! It was a very odd, intense experience.
And then... I kept trying. So on some level, however much I had gone 'wtf was I thinking!? This was a terrible idea!' at the time, I didn't inherently consider it a terrible idea. I felt much the same about it, fundamentally, as I always had.
I think, probably, that having a reaction of this kind is quite likely something lots of people experience - whether they've conceived via a donor, or in the most blandly conventional circumstances imaginable. And I think, as well, that it's always ok to have whatever emotions you're having - they aren't something you need to feel guilty about on top. Emotions just are. I promise that how you're feeling is not something you need to feel ashamed of.
You've said that you wouldn't ever consider termination, so right now the best thing is probably to think about what kind of support would be most helpful to you right now. Taking to your midwife is a great idea - mine has been super-supportive and understanding of my situation. You might also find the Donor Conception Network a helpful resource. If your resources allow it, you could also consider accessing a counselling session with someone specialising in fertility matters (I had to have this through my clinic because I was using donor gametes).
You mentioned that you had support from friends on your journey to this point. Have you been able to talk to them about how you're feeling?
You are an incredibly capable person, and you are going to be ok, whatever the future holds for your family. You are equal, and more that equal, to what lies ahead.