Getting worried

So a week ago I went in to early labor from having a sever uti, was given a shot to stop labor, also a shot in the bum for the uti and given pills to treat it. I was checked and only at a 2 the two times I was checked, I was 34wks along I'm now 35 was and been having contractions everyday since then they get more strong an painful each day. Everything I do makes the contractions tonight worse. But scared I'd have to get another shot to stop labor I'm worried if I go in to labor she will be unhealthy. Or have a bunch of problems medically. Not sure what to do? Any advice and has any one went threw this or given birth before 36wka what was your experince ? Did they stop labor or anything before birth this is my second pregnancy my first came 6 days before her due date so having this one trying to come early is hard to deal with but getting more and more uncomfortable.