LucyJones - sounds as though your nipples are improving if you can feed without the shields. Breastfeeding takes so muck longer with shields because the milk is transferred much more slowly. Also nipple shiels can reduce your milk production by as much as 40%. Agreed they can be a lifesaver for short term use but for most women, the benefit of less painful feeds is the prolonged feeding, hassle of sterislising and the real risk to milk production. By days 10-14 often nipples are on the mend as you technique is improving.
That said, it sounds as though you have plenty of milk since your baby has gained weight so well. Sounds to me that you problem is that if the baby is awake and crying, you feel you have to breastfeed him. You need to enlist the help of your DH. Once you have fed him, pass him over for his dad to settle him. He can hold him skin-to-skin (ie baby undressed except for nappy against Dad's bare chest. He can wear a loose jumper to do that. He can take him out for a walk in the pram. He can push him in the pram in the house. Anything to allow you to get a break and some sleep.
Another thing you might want to try is breastfeed from one breast at a time at each feed. That way he may settle for longer because he is getting more fatty hind milk. Feed him from one side ensuring that he is well fixed. His head and body are facing you and that he has most of the lower part of the areola in his mouth. Watch and listen when he is sucking. Initially his sucking should be frequent while waiting for the milk to let down. The sucking will then which become rhythmical and slow. You should hear him swallow with each suck. He will have episodes of pausing as he waits for milk to let down. At the end of the feed he will start 'flutter sucking' which is when he is really when the actual true feed is at an end but is part of the process of stimulating milk for future feeds. However, the feed can be interrupted at this stage. Do not just let him lie at the breast doing very little. Ideally he should let go of the nipple on his own. If he doesn't after 5-10mins of flutter sucking, slip in a pinky and break his suction before taking him off. Wind him, change his nappy then offer him the same beast again and go through the same process watching and listening to his sucks. If he has read the books he will let the nipple go himself Do not wind him again but put him down. Certainly keep him cuddled in for a while first if you want. The other thing you can do is wrap him in a shawl for the second breast. Sometimes, babies who are feeding effectively only want one breast at a time.
It takes a good 3 weeks (if not longer) to truly get breastfeeding established. You are doing really well and it will get better. Once you and your baby have both learned what to do and your confidence increases, it will become so much easier. At the moment it is a struggle but one that is well worth persevering with. Hoenestly, you CAN do it