Will 5 days of taking dilaudid at 35 weeks pregnant show up and cause my baby to be taken from me?

No. Dilaudid has a short half life in the blood system and should be cleared out of your and your babies system by term unless you delivery within a day or two of your last dose.
Depends. If this was prescribed meds there should be no problem. If I am alerted to potential drug exposure in a newborn I can look and find trace evidence from any drug going back that far and farther. In my state, any illicit drug use sends the kid to foster care while you are investigated.
Depends. States have different rules for testing newborns, and different responses to positive tests. If it was by prescription for an appropriate purpose, it might not be any kind of problem. Otherwise it could be. Your best bet is to discuss with your obstetrician or your pediatrician. The state is generally only involved if there is possibility of abuse or neglect of children. Report it yourself.