Breast feeding can be tough, but you are only 9 days in. Hang in there. Bottle feeding comes with its own problems too, don't be fooled. all that equipment, and sterilising palaver, not to mention the cost! I breast fed all 3 of my dc, for the first 3 months, then bottles, so I do know
Have you tried gripe water? Expressing the milk is a good idea. Keep going with burping/winding, over your shoulder, your knees, your arm, the arm of the sofa (depending on your sofa of course) try different positions for winding , some/ one may be more effective than others for your baby. I found colic drops very useful for all 3 of my dc, especially the youngest who was particularly bad with colic.
I used to sleep on my side with the baby latched on, so he could feed as much as he wanted. He often fell asleep during feeding, and seemed to enjoy the closeness. I know recommendations are not to do that, but I was a tired, no - exhausted, mum and woud have sold my grandmother for a good nights sleep.
Try playing wth your baby, distraction, or skin to skin contact with you. Dont try or expect baby to go to sleep, concentrate on easing the colic.
You are not doing this to him, it's not your " fault " . You are doing the very best any mum can do.
And crying for babies is healthy, as much as we dont like it. They all do it, it's perfectly normal. You are not alone, there are mums, and dads, everywhere pacing living rooms, hallways, bedrooms, with wailing infants. It's just what being a new parent is all about.
Good luck xx