Hi Jessie
It sounds like you are doing amazingly well so far, to be at 35 weeks and not be in hospital full time is good in my book . I was in full time with this ongoing problem from 6 months with my first, even with a HAb1c of 5.8....I just think it is all the extra demands the baby puts on you towards the end of the pregnancy. With my first my Endo said I was on one of the highest doses of insulin he had seen in pregnancy towards the end of my third trimester and I am usually so insulin sensitive and on tiny doses. I had Ketones and protein also but from a lot earlier on than you.
I don't think you have gone wrong at all and if your average BG is 6 you are doing all you can, and by attending all your ante natal appointments you can do no more really . Nature will take its course and if at all you start to feel very unwell,like an excruciating head ache, a very swollen face and hands and shortness of breath then obviously you would need to get yourself straight over to A&E as this could be pre-eclampsia....but it sounds like you are being monitored well so try not to worry too much I know it is not easy but not long to go now and you will have a lovely new baby