Congratulations on your pregnancy 
You sound like you’ve established a really lovely comfortable close family unit and it’ll stand you in good stead when your baby arrives.
I’ve had my DSD who’s 9 in bed with me this morning after DH got up to make breakfast rubbing my enormous bump with her freezing hands asking me endless questions about how it’ll possibly come out!
Both my DSC are fascinated by the whole thing. I honestly thought we’d tell them I was pregnant, hoped they’d be happy and then forget about it till it was due. Not so at all! They call it their baby, they rub my belly a lot, they’ve both become much note tactile and huggy and I’ve given up on any ideas of privacy for the foreseeable. You don’t have a clue how it’ll be when you haven’t done it before and you just go with the flow I think.
Like you, we’ve always had them both barrel in for morning cuddles and I’ve got used to the cold feet and space invasion over time, they won’t want to do it forever and I’ll miss it when they stop.
I used to be cold at night and well layered up but they have no concept of privacy and I still have to tell them nicely to bugger off and use the downstairs loo when I’m in the shower and they want a wee. I’m boiling now pregnant and if I sleep in pants and a vest they see me get up in pants and a vest. No one bats an eyelid. DSS is naked till we make him get dressed anyway.
You’re absolutely entitled to privacy and feeling comfortable but I’ve gradually given up most of my ideas about that stuff as they just barrel around and don’t care. When they’re older they will but for now I’m relaxed and we’re all comfortable so I've given up trying to change it.
I hadn’t given much thought to breastfeeding other than that I’ll probably spend the first couple of months on the sofa once it’s born doing not much else hoping DH and the DC bring me food and water. They’ve seen people do it before, breasts are for feeding babies, I want as little to change as possible and we’ll all adapt as needed.
I might be breathtakingly naive and it’ll all be a nightmare but I’m travelling optimistically and think how lucky my baby is to have two such wonderful excited happy siblings who already love it so much, how my DSC know we adore them and are adding to our family and that they won’t be replaced or pushed out or anything and that we’ll find a way to make it work as most people manage to do.
In the immediate term, kick your husband out of bed to get DSS breakfast and let you have a lie in. And generally, relax and embrace the family you have and are growing. You’re a lovely step mum and it’ll all be fine.