Has anyone been through this and carried baby until term?

I need some peace of mind. I’m currently 35 weeks, four days pregnant with my 3rd little boy. A few days ago, I woke up in labor and went to the hospital. All the nurses and my doctor thought the baby was coming right then, but thankfully labor stopped on its own. I got two steroid shots to help his lungs develop and stayed the night to be monitored. When I was discharged Saturday, I 4cm dilated, and 50% effaced and told to just stay in bed as much as possible. My first boy was born at 34+5, and he spent 19 days in the NICU 45 minutes away, and I am terrified of having to go through that again. Has anyone gone through something similar and kept the baby in until term? Our goal is 37weeks. Thank you