welcome, congratulations for reaching out with your first post, and bigger congratulations for your bundle of joy, especially after such a hard time.
Being a first time parent is both amazingly joyful, and often equally as scary. there is no exact way to know everything about parenting.
as a father i remember all the waking up, leading to a lot of lost sleep, and crying. I think my wife and i were technically zombies on autopilot for the first 6 or so months. It is important to sleep when you can to recharge mind and body. we slept a lot while the baby was asleep.
i know it is almost impossible at the moment with COVID, but do you belong to a mothers support group?
Mrs Not_Batman spent a couple of hours a week out of the house with her mothers group, which allowed for exercise and socialising.
with the connection, dont feel guilty. This connection should come with time. Just remember how tired you are. Enjoy the time you spend together teaching your baby things. It is great!
if you are still worried, and think it might be something else, talk to your gp.
i hope you can find comfort and answers on BB, and hope that things get better soon.