have 4 week old DD and sympathise. I also have 2.5 year old DS. I am more or less following a routine with her, as I did with him. we do 8 am to 8 pm. Basically she is woken around 8 and fed, then try and keep her awake a bit, for at least an hour. then a nap 10-11. then wake her up, feed her and play with her again, then big nap an hour or 2 hours later about 12.30 to 3 pm, then feed etc and play, then she naps 5-6, has a bath at 7 with her brother and goes to bed at 8. I wake her at midnight and give her a good feed, then see how long she goes.
I am a firm believer in a routine from the beginning, as for me personally it has led to a more happy baby AND mother, I need my evenings to myself. Even now at 4 weeks we more or less have both kids in bed at 8, so I'm free till midnight to have a nap myself, and personally I need that for my sanity.
I agree swaddling is very good, but I would have the room colder for safety, only 18 degrees max. I also found a hot water bottle good to warm the bed. Also make sure the baby has a bit of time upright after the feed to let it go down. I put an A4 folder at the top of the cot mattress so it's a bit slanting, helps with wind etc.
also keep things dark and boring at night, even from this age and try and keep her awake a little bit between feeds in the day. good luck!