Girl, I felt the SAME way you do with BOTH of my kids. With my daughter I ordered everything for her nursery but didn't set anything up. I never took the tags off of any gifts from my baby shower either. I left everything in the boxes/bags and told my husband I didn't want to set anything up or get anything out because we were moving (so he wouldn't think I was crazy)! I only bought one box of diapers and wipes ... it was insane. Then she ended up being born at 36 weeks and I had nothing ready! I didn't even have any outfits washed so my MIL had to wash stuff and bring it to the hospital. I blamed things not being done on the fact that she was a month early, so nobody questioned my insanity.
Fast forward to my son and I did the same.damn.thing. Only this time we were in our new house, so I had no excuses, but just told my husband that I didn't want to paint and stuff when I was pregnant and that I'd finish it during the summer when I could open the windows and air out the house. I told DH I wasn't going to order bedding and stuff until I figured out a theme. Thankfully he never asked any additional questions or he would have checked me into the looney bin! I was a bit better this time around. I bought clothes and stuff ahead of time, but again, didn't take the tags off until he was home! I remember only washing two outfits to pack in my hospital bag and that was it.
I also used the excuse that both of them would be sleeping in our room for the first few months, so the nursery didn't really need to be done ... which was true, but my fear was the real reason I didn't want to get anything done.
Pregnancy after IF (and I was high risk with my DD for PTL stuff) really eff'd with my head big time. I totally can relate to your feelings. Looking back it makes me sad to think that I let anxiety completely take the joy out of pregnancy for me, but it was something I couldn't shake. Everyone is right ... you are in the home stretch, but don't do anything you don't feel comfortable doing. If you want to wait on things because it will make you feel better, wait. It will get done eventually!
Good luck!