I just started taking insulin at 35 weeks pregnancy. Will it do any harm to my baby?

Helps/not harms baby. Insulin (i) carries glucose through cell walls so its can be used. The (i) u take/make stays in your body controlling your blood sugar while baby actually begins to make its own during pregnancy. If your blood sugar level stays too high, baby makes xs (i)& puts away the xs sugar as enlarged organs. At delivery babies xs (i) can drive their blood sugar down to 0 & require iv's.Keep your level nl.