Hi Lubella - you sound like you are experiencing similar to me (a second timer) I had forgotten how hard this period is - but trust me, it only last a few weeks till babies tummy is big enough to taken enough food to keep them more satisfied and sleeping longer.
Have you tried a baby gym to entertain you LO during the day. My DS is 4 weeks today and love his chimes on the baby gym. It has loads of stuff hanging fairly low to his face so he can focus more on it and he happily spends up to 30 minutes at a time just lying the wiggling arms and legs around and making the chimes sound. The theory is that it stimulates them enough to keep them awake and them help them sleep.....or something . But as I said my DS seems to be really content on his, when nothing else will do, not even cuddles!
Also at night I cuddle him with a blanket around his back and shoulders then as I put him in the moses basket leave it under him and just gently fold the ends over him (under his arms), meaning he's not placed on cold sheets - as already mentioned. This is then held in place with a thing blanket tucked all round.
My DS is also a guzzler and wakes for food every 2.5 hours, unless we use hungry baby milk, then it's ever 3 hours!! Have tried a dummy and he only takes it after a feed - spitting it out and screaming before hand.
what ever you do, go with your instincts an dont worry about bad habits at this stage, it a content, confident little baby that means the most.