It is so hard watching your little ones in distress. I'm only four weeks ahead of you and remember four weeks old being a tough time generally. I found I had to keep them upright fir thirty minute after each feed before I could put them down, I wasn't necessarily winding them the whole time but they needed this time upright to let their food go down.
I read online somewhere that to help with wind as well as the usual rubbing and gently patting their backs, you could try sitting them upright in your leg, supporting their head and gentky circle them from the waist in a kind of circular rocking motion. This really works for my two and I'll do it for a few seconds then stretch their body straight and if there is any wind it often comes up then. The other thing I read I try is slowly swinging them from side to side (again supporting their head) like the pendulum of a clock. This word les well with my two but I'm putting IT down as I got to the point wen I'd try anything. I echo a pp who said make sure you wind them for long enough-it is surprising how long you actually need to keep trying (and gentle pats work better than bugger taps for me bite). Other thing to consider is if yours are pulling their legs up, could this also be a need to fart? You could try cycling their legs when they're lying on their back and see if that helps..
Hang in ther. For me, the wind issue has become less of a probkem in recent weeks (I'm now 8w4d) and whether that is their digestive tract has settled down or are persistence in keeping them upright has paid off I don't know. It is hard keeping them uoright when you're tired so have a plan for how you can propr them up safely if you find yourself falling asleep. For me it was putting them in a bouncy chair or propping them up in the v feeding pillow. I could then out them flat when they'd fallen asleep and whenever I next woke up. It was this or have them fall asleep on me and then me fall asleep which used to scare me.
Good luck xx