Definitely talk to your Ob and ask them about the risks and benefits of each of the options (baby born at 35 weeks v 37 weeks). Ask what will they be doing at hospital (is it monitoring etc)? What things will they be doing to lessen any risks of keeping bub in there while he gets stronger? If you can, have someone else with you when you discuss these things who can take notes for you.

I can imagine how scared you would be. Whichever way you go you want to be as comfortable with the decision as possible, and so it is important to ask these questions if the Ob doesn't bring them up first.

Best wishes for an uneventful few weeks until your baby is born.