hi. my advice would be if you can to change hv. charts are there for the average baby. yours being early although not too early is not average. most lose weight before they put it on and so long as she has at least 8 wet nappies your hv shouldn't have a problem. wet nappies means she's taking food so ignore her.
i looked at my charts both my girls put 4lbs on at that age but mine were not early. both also lost weight to start and both breast fed.
yours is at least gaining weight slowly but she's putting it on. she's very happy and content as she's sleeping well. i think your hv is upsetting you over nothing and you don't need extra things to worry about which i why i say switch if you can.
i also think early babies take longer to catch up than your average baby which is what she's doing in her own time and rightly so. which means she won't be following her growth chart.
if you are concerned about what she said and it bothers you go to the docs for a health check, they will know better if there's a problem, explain your hv has put a fear in you and that you want docs opinion on her weight.
hope this helps a little.