When my baby wouldn't settle at that age it was more often than not an attack of evening wind. If I put him down before he was completely gas-free he'd scream the place down, arching his back, top lip going a bit bluish etc. Check that you've not got a windy baby before you try other things. Good luck
While I don't want to recommend anything as what we do may not be considered the safest or best practice but...
When DD was tiny she slept on my front. I had a pillow under each arm and the duvet up to my waist. We then had a baby blanket over us to keep both of us warm.
Now DD is older (4 months) she mostly sleeps in the cot attached to our bed. If she is restless then I pull her over to me and she sleeps with her head on my arm or her neck on my arm and head on my pillow - she sleeps in her sleeping bag and I am careful to make sure that the duvet is on me not her. It really helps that she can sleep on the outside of the bed (due to the attached cot) rather than between me and DH. If I can get her to sleep on my arm on her cot then I just pull my arm out when she is deeply asleep.
I have once had her under the duvet with me as her grobag got wet and didn't have a clean one to hand. She was only wearing a nappy but still got really hot and sweaty, so I definitely wouldn't do it again due to the risk of overheating.