My first baby was 4 weeks early.
He had a hard time latching, since his mouth was so tiny. He was also VERY small and skinny, and we were only allowed 15 min of breastfeeding as it wore him out.
He had a much easier time with a nipple shield for the first few weeks. It was recommended by a nurse, though my nipples are not flat. I would say go ahead and try, and see if your baby likes the shield better.
The other thing we did was to feed him using a finger, with a tube. The tube was attached to a syringe with milk. The nurse told us this would be better for latching on. You might try this and see if you can get her to suck your finger.
I would go for a lactation consultant in your case While LaLecheLeague have lots of good information, I personally find them a little biased. A lactation consultant or even your regular pediatrician or nurses at your hospital might be more understanding of the special needs of a premie. Of, cause, this is my biased opinion :).
Holding the baby and the breast correctly will help, and you might try several things. I had to squeeze my breast to make it 'flat' to get it into my babies mouth. I also used a trick of putting a little milk under his nose, the smell will made him hungry and more likely to suck.
Nothing is too late, and bottles do NOT ruin the latch.