I'm going to be 35 Weeks tomorrow but Monday when I was 34 weeks and a day I went into preterm…

I'm going to be 35 Weeks tomorrow but Monday when I was 34 weeks and a day I went into preterm labor. Doctors tell me to keep my son in till 36 weeks. my pain and discomfort get worse. I want him here already but want him to stay in till its safe. how long can someone be in early labor/preterm labor. I'm freaking out that something bad will happen