Okay, I have the exact same situation except we are a little bit ahead of you and have 2 dogs.
Winston (our Jack russell cross ****zu) is our baby and thinks he is human! One thing we did was get him used to not going for walks before bubs came as he's lucky if he goes once a week now.

With the sleeping arrangements we were the same with the dogs on the king sized bed. He even used to put his head on the pillow! We bought some dog beds and put them in our room on the ground next to the bed, we sort of just found they started sleeping in them. I also put their own little pillow in their beds and got us new ones which they liked. I have noticed them sneaking up now in the early hours of the morning but I think its because it is getting colder.

I was told by people to start putting the dogs outside and stop them from being in our room before the baby arrived so they dont associate the changes with the baby but I just couldnt do it.

Our dogs know that the baby is above them in the pack, they are very cautious but curious about her. Our other dog is in love with her and whereever she is, he is there to make sure she is okay. Winston just wants to play with his ball.

We always make sure that we give the dogs plenty of cuddles so they know that they are still loved.

I will write more later but have to go as DD is crying