Hi K.!
I hope this finds you well.
I completely understand what you are going through. Don't give up. I know it is hard, but as you can see there are many of us who have gone through what you are going through and there is a light at the end of the tunnel (although I know it can be hard to see sometimes!).
My daughter was also born at 36 weeks and was 5lbs. 7oz. She had trouble latching as well, so I used the shield. At first she was doing well, but once we got home, she got severely jaundiced and ended up in the NICU for almost a week b/c she was just not getting enough fluids into her.
I started pumping and feeding her an ounce or so of breast milk at a time, but also started supplementing her with formula. We gave her what she would take. For the first few weeks, this is what we did, but then I was eventually able to wean her from the formula and give her pumped milk and whatever she got from nursing (with the shield). I pumped after each feeding (she nursed on one breast and I would pump the other).
I had a wonderful lactation consultant who helped me as well as the nurses who would come by from the hospital due to her stay in the NICU. They were very supportive, which helped a lot. I kept using the shield for a while and then after 3-4 weeks or so, she was able to latch by herself!
In the end, it turned out that she nursed better with the shield, so I used that til she weaned herself at one year. I also started supplementing her with formula around 5-6 months as well to ensure that she was getting enough as my supply was low.
It wasn't easy and there were many days when I did not think that I could do it, but you'll be amazed at what you can stick with and how fast time goes, too. It sounds like you are trying everything that you can. Do what you can and please don't beat yourself up if you find nursing hard. It is hard in this kind of situation especially and in the end, your son will be fine no matter how he gets his nourishment.
Good luck and hang in there.