I don't think you are being ungrateful at all and it is very normal what you are feeling. Having a baby changes a lot of things and there are a whole world of emotions that you can experience. I went through what you are going through when I have had all my kids. Before the birth of each one I have started to feel sad about my family changing although felt very excited about our new baby. I think it sounds perfectly normal what you are feeling and what you are anxious about is the unknown. If you are like me, it will be fine once you are actually in the situation because you can just deal with it and make everything work including your relationship with your DH - it's just the anticipation of it that makes it a bit daunting.

Good luck with your upcoming labour and birth. Enjoy your last few days with your DH as just a couple - try to use this time to do some special things together. You will have time with your DH again, babies don't stay little for very long.