DD was a very colicky baby and at three weeks was admitted to a German hospital (we lived there) for an unrelated issue.
One night whilst there she just would not settle (screaming constantly) and one of the paeds nurses who didn't speak a word of English taught me some excellent non-standard winding techniques which made a huge difference. This was in spite of me only having very basic German at that time, so it was all gestures, demonstrations and her speaking German and me picking up the words I knew. She was fab lol!
The one I liked a lot was instead of putting DD over my shoulder I would sit her upright on my knee, supporting her head from the front, hand cupped under the chin just as you would to back pat wind on the knee, with my other hand supporting the back of her head. Then you gently and slowly rock them backwards and forwards and the rocking bubbles the wind up and out. Very effective with DD.
Another, that sounds extreme but works really well, is to stand up, put the baby's back to your front with their head being supported by your boobs (bear with me, it's worth it) you then wrap your arms around their middle with your arms under theirs so they are supported but have their legs dangling, and then you sway so their legs sway side to side. This shifts wind that is trapped low down. I only did it when nothing else worked as it's a bit of a faff standing up to wind, but it really does work.
Some babies also bring their wind up in a one-r if you lie them flat for a couple of minutes and then sit them up slowly (supporting head from front and back) - as they hit upright you get the most almighty burp lol. This wasn't very effective on DD at all - but DN was best winded this way.
You must always wind - trapped wind is painful - it creased me all through pregnancy and I knew what it was. It must be horrific for a tiny dot.
Also for a really colicky baby wind at intervals throughout the feed, not just at the end. When DD was bf it was every few minutes, when ff it was every 2 ounces.