This reminds me of when twins were babies and woke crying on and off the entire night, despite us co-sleeping and long-term b/feeding on demand. My neighbours - young professional child free couple, would bang on the wall of our semi-detached house, every time the babies cried, which made the twins cry more and my stress levels go through the roof!
I endlessly apologised to them and explained that I was always right there to tend to my babies and not leaving them to cry (wouldn't have dared to try this, even if I'd wanted to - because of the neighbours).
It was so difficult knowing that no matter what I did, my babies cried and that this angered my neighbours, yet not knowing how to change this. In the end, the neighbours harassed me into agreeing to sound proof the party wall (having already suggested we don't sleep in the bedroom at all, so that we didn't disturb them, despite there being nowhere else in the tiny house for me and babies to sleep). They got quotes on costs and I was on the point of spending hundreds of pounds that I didn't have, as a single mum solely reliant on my own income.
Thankfully, I was able to move house just before investing in my neighbours soundproofing. Whilst I could fully sympathise with them - and did - that being woken by babies crying can be like torture (after all, I was sleep-free for years whilst my babies were young), it really really didn't help for them to complain constantly when I was already doing everything possible to keep my twins quiet.
Looking back now, I wish I'd been more assertive and less stressed every single time my babies cried. It really increased the stress any new parent feels, especially with twins and no partner/family support and spoiled so much of that precious time.
OP, please don't worry about your baby crying. This is the nature of life in adjoined properties, flats, terraces or semis and anyone living there must accept that this is the case. It's hard enough hearing your little one/s crying, without the added anxiety of what will the neighbours think. I wish I could go back there now, as my older and wiser self and help out the younger me and stand by her and tell her not to be cowed by my neighbours. Yes, it might be kind of you to mention to your neighbours that you're aware of the noise your baby makes but don't be too apologetic, like I was. Your baby won't cry like this forever and we all have to put up with a certain amount of natural background noise when we live in communities.