Don't panic till you know for sure what happened. Easier said than done, thoug. I know it's so impossible to wait.
I'm going to start with the bad news first.
When they gave my dd the Hep B shot despite us signing a waiver for her not to have it, it was legal on their part because the papers we had signed when we first got there (that they could treat me during labor and dd after she was born) were very broad and covered a lot of things. Shots and waivers included.
I'm not in your state, though, so maybe it is different where you are.
If they gave her the shot, unless she reacted noticeably and immediately, you are going to have a very hard time doing anything about it. You have to prove without a shadow of a doubt that there was a great and damaging reaction within 2 hours or something like that, otherwise, it just doesn't matter. And it's nearly impossible to prove anything. It sucks. I talked to two different lawyers and neither would take my case. They laughed at me.
Now, the good news.
Maybe she wasn't given the shot. Maybe, like amnesiac said, it was just you being tested for Hep B.
Was your dh with her most of the time, or was she with you at all? How long was she in nicu? And how long was she alone, with neither you or dh present? Did he tell the nurses there you didn't want the shot for her?
If for some reason they did give her the shot, don't waste your time letting the doctors or nurses have a piece of your mind. It's done, they won't know what to tell you, it's just a waste of time.
Go straight to the hospital administrator, or whoever is in charge of Guest Relations and make a huge stink. See what happens and see what kind of reaction you get.
I got quite a large amount taken off my total bill for their mistake with dd. It didn't make things any better, as far as them vacinating my dd against our wishes, but it was nice to get a discount.
I'm sorry you have to deal with this stress. I know it's the pits.