Poor ds3 And you, you really don't need shite like this when you're pregnant do you?
I'm sure you'll feel better once you've wrote down all your concerns and complaints on paper and sent it to the nursery.
I'd mention in it that you're sending a copy of the letter to Ofsted with a covering complaint letter. Ofsted really stress the importance of a Key Person for new children, so make it clear you were never told if ds3 had one, etc.
Sounds like a really uncaring attitude the place has got, I feel glad for both of you that you've got ds out of there, and his next experience of one (now you know what he needs/you are looking for i.e. caring, sympathetic staff and atmosphere) will be much better!
FWIW, in nurseries I've worked in, we would tell parents that it can take some children a while to settle, and it wasn't a process that could be rushed. Children were always assigned a KP right at the start, who made a big effort to form a bond with the child AND the parents.
Hope you get things sorted soon, hugs to you and little ds3.