Hugs, and welcome to the forums. As your LO was prem she's now about 3 weeks corrected age. The behaviour you're describing is totally typical as she's waking up out of the very sleep newborn phase (where they just doze off wherever and whenever) and starting to become more aware of her surroundings. It's up to you whether you want to try for sleeps in the crib at this age. Tracy's advice was to start as you mean to go on, but to be honest with both of mine I've found it hard to settle them in the crib until closer to 8-10 weeks. I did try for a few minutes each day for the first nap, but then just held/rocked/drove or whatever to get them to sleep, figuring at that age sleep is more important than how it happens. A sling is really useful too, especially for refluxy babies as it allows them to be held (and sleep) in an upright position. Is her reflux being treated?
If you want to try for some naps in the crib, you can try shh pat to settle her. Often we suggest to start out in your arms at this age and then continue as you put her down and keep going for 20 mins or so until you get past the jolts into deep sleep. This link is quite useful -
Shush-pat - How to. You can adapt the technique to whatever suits your LO though - DD just liked a hand on her back (she was a bit older when I found BW and was a tummy sleeper), and DS (10 weeks) likes a firm hand on his tummy and his head being stroked.
With regards the bath, some mums prefer to bath LO earlier in the day when they are so young as it can be quite over stimulating. I've always done it in the evening before bed, with the feed afterwards. But whatever suits you and LO is fine