Sorry to hear that you have not having an easy time. SIDS is a worry for all parents I am sure but as long as you are taking the appropriate measures which you are, then there is less to worry about.
I just wanted to let you know my experience. When DD was born something inside me turned on major protection mode and I was worried day and night about all sorts of scenarios about losing her- even her falling into the toilet (and no, that's not funny!). And I had many horrid dreams too about something awful happening to her. I couldn't watch the news or read about anything at all happening to children. I think you will find, as I did, that this is all quite common and happens to others to. It took a while for me to overcome this and I think it was mostly time and talking about it to others who understand. But it was way past 2 months when I stopped my thinking- but it was not pleasant at all. Just wanted you to know that I understand.....If it gets too much, have a word to your GP about it.