Hi Johnworf,
Many congratulations on Katherine's birth. My DD wasn't premature but we were in NICU and SCBU for a while as she needed a series of operations to help her breathe properly, so I understand a bit about what it feels like to be in there, stressed and anxious and with an anxious and stressed out DP too.
Are you staying in the hospital at the moment? If you are my one tip would be to get out occasionally for a walk / change of scene. I barely left the building for the first week and that on it's own drives you a bit nuts. Just going for a walk round the block helps.
The nurses are great and very supportive. They will do everything they can to help Katherine and they'll help you with her too. Maybe see if there is a counsellor that you can talk to as well, or maybe talk to other Mums there, they understand better than anyone what you're going through. I found a lot of support and encouragement from other Mums with things like trying to express milk etc - obviously everyone's got their own worries but it can help to share them with each other.
I remember finding it weird that people were congratulating me on the birth of DD as well and feeling sad and angry that it wasn't how it should be. I also felt guilty that I'd not managed to make her 'right'. Again, talking with nurses, my DP, my family helped - although DP was stressed out too.
With your DH I think you just have to try and keep communicating and accept that he will deal with things differently to you. My DP got fed up with my near-constant tears - sometimes I cried with my Mum instead. If you've got family/friends around to support you that can help take the pressure off sometimes. We muddled through, i think that's all you can do at the beginning. It's really tough - you're dealing with the aftermath of birth as well as the shock and anxiety of your DD needing so much care.
It would be a lie to say that I look back on our time in SCBU with fondness but I'm still in awe of the level of care shown by the staff there. They really are wonderful and I'm sure you can feel confident that they will do the best they can for your daughter.
I really hope things work out for you and little Katherine. Best of luck.