Oh Meredith - I understand what you are saying. I have 2 different friends who both lost one twin, and went on to deliver the other. They say what you are saying - they never forgot (and still don't) the twin who didn't make it.

Maybe if you explain to your DH that it is possible for you to feel 2 really different emotions - horrible sadness about the loss of one who you already fell in love with - and excitement (and fear) about the twin who is still with you (and for you, unlike for him, it's not just a singular pregnancy, but was about two actual babies - it's just a different perspective and probably one that most women would share with you while most men would probably see it as your DH does). It may take time for DH to understand this, but I think it's important that he does because for a very, very long time each milestone with this twin will remind you of the other twin. Thus each milestone will be a celebration and also a moment to mourn. But you should allow yourself to do both.

As for the fear - I don't know what to say other than that every single one of us who has had trouble TTC all have an appreciation for the miracle that a baby is - we all know too well what can go wrong and understand exactly why you are so worried and scared. I don't have any advice on coping with this other than to focus on the present - you have a healthy baby on board. This is advice that I'd struggle with myself as I always think ahead.