Hi ya, sorry to hear of your troubles...I don't have any experience with (possible) premmies!
I would imagine that if he was premature he would have a little less wool than normal, perhaps you can find clues on the internet. As Shep has said warmth would be a priority, whether it is because he is premature, or because he is not feeding well. So, have you got one of those lambmacs? if not a sleeve from a jumper cut with a head and leg holes, or if he is very small the jumper with a lambmac over the top would keep him very cosy. Are the ewe and lamb still inside?
If it is a case of just not a good feeder, then i would tube feed him, its actually not very difficult (good descriptions of how to do it in books and on internet). Using the bottle will not help him to eventually suck from Mum. You could use a squirt of 'kick start' ten minutes before you hold Mum and encourage him to feed from her, then feed using the tube. The same company also do a colostrum 'intensive care' version which you warm and then give a small squirt. Persevere with trying to get him to feed from her, it took me three days to get the ewe twins to feed properly and enthusiastically from their Mum. Her udders were so full and low they could not find the teats which were ten inches lower than they should be!!! I did all of the above to keep them going until they learned how to suck from her!
How difficult was the birth, was it really long. what was his position/ Could he possibly have been oxygen starved? that may explain a bit.
Has he passed dung of any description. If so, you could assume that his digestive tract is fairly patent.
Has he passed urine?
I am trying to think of any other questions which may shed light!...do he appear to be in pain at all, eg if you gently palpate his tummy does he protest or really try to escape?
I am sure that someone may be able to help more...Good luck, dont give up on him yet..
Emma T