Follow the wisdom of our ancestors who had high failure rate. Don't use the term "baby" to describe your pregnancy.

There is a miscarriage odds calculator that can be reassuring https://datayze.com/miscarriage-reassurer

That said, unfortunately pregnancy is just full of anxiety. Then after the birth you worry about SIDS, drowning etc - although the probability of that is way lower than an issue in utero and you have more control over it. Not to mention that while statistics are a thing, you can still be that .5-2% where things go wrong. It sucks.

I found what helped me at least before 24 weeks was knowing that no matter what happened it was out of my control, and that stress/anxiety is not good for you or baby. So I tried to just have a come what may attitude (obviously this is difficult and requires active effort). Things got really hard after about 28 weeks though till birth, because I felt that i now had some control and responsibility over if my baby lived to birth (via kick counts and keeping track of feeling movements).

I would say pick a hospital/practice near you so you can go in frequently if you want, and also one that will ALWAYS take you seriously if you are worried, even if it’s your 6th time coming in because you feel reduced movement. It was also helpful to me to be able to schedule the birth at 39 weeks since that is the optimal time to reduce likelihood of stillbirth.