Hi
I co-sleep with DS (8m) and have done since about 2 weeks I think, and it has mostly been fabulous for us. I think your HV is thinking about the whole 'rod for your own back, you'll never get her out of your bed if you don't start her in her own cot at 6 weeks' thing. Total pants.
When we started co-sleeping I did some research and found that it is recommended that the baby sleeps on the outside of the bed, next to mum, rather than in the middle. This is because mums are much more aware of the LO, especially if they are BF, than dads. It is certainly true of me and my DH, who can sleep through DS crying, let alone wriggling.
We managed the covers by having them only up to DS waist and firmly tucked in. Body heat keeps him warmer than if he was by himself so he doesn't need more than that. I just wore thicker pyjamas to keep my top half warm.
DS now starts the night at 7pm in a bedside cot of his own until we come to bed at 11pm, so it shows that they can sleep by themselves too when they are ready. DS was 6m and has never been the slightest bit upset by this.
Congratulations on DD and carry on going by your own instincts, it sounds like you are doing a grand job