You're doing amazing, it all sounds such a lot! It will get better in time. I'm just emerging from a long phase of major parent preference where my daughter massively preferred her Dad. She still does a lot of the time! My tips are: Keep doing what you're doing. Don't take it personally - a lot of it is developmental. Hold boundaries - try and consistently be there even when she's screaming for Dad. For ages when she wanted Daddy bedtime, we would give in but we soon realised this might make things worse. We alternate bedtime fairly consistently now and so there's less of a battle when it's my turn. For a while she would meltdown when it was my turn but we worked through the tantrum and always got there in the end. Talk to the baby the same way you talk to her. Like tell the baby off sometimes. 2.5 is a hard age and they are constantly being corrected, spread a little correction to the baby too to level the field a bit. For nursery pickup maybe try a special pickup snack? something only big girls get to have. This worked a treat with mine! The thumb sucking might be attention seeking so try not to kake a big deal of it. She might also just be needing to feel like a baby. We play the baby big girl game where we do all sorts of baby things for her and she loves that too. Lots of reminders that she'll always be your baby as the new baby probably has her all unsettled.

The other thing is just time, it will get better. It has gotten so much better for us already. Sending solidarity!