Bless you both @HEIHEI23 @minnieot ... been where you are now. Baby's now 10 months old and I remember those days so well. Just like you id come on here when the nights felt so long and lonely for a handhold. I know it may not feel like it, but it will pass and it will get better.
In terms of advice, have you tried Infacol? A few drops of that in every bottle really helped with wind for my LO. I expected it to work instantly but after a few days I did see a difference. My LO does have CMPA so she had symptoms constantly and they were extreme but in the majority of cases Infacol, warm baths (helps soothe their stomach) and rocking motions (in the pram) help. Obviously if baby falls asleep in the pram but then back in their crib due to risk of SIDS. Also, doing cycles with their legs helps, it causes them to fart.
Alternatively, if it's really bad some people try the Frida Windi thing that helps get all of it out - a bit intrusive but apparently works... I didn't try it but it's an option if you're comfortable with that
In terms of the lack of sleep... the above things will provide temp relief but unfortunately the early days are so hard and I think readjusting your expectations is important as you literally have to just ride it out.
If it gets unbearable I'm sure the doctor will be able to prescribe something to help ... all the best I hope it improves for you.
I feel like my DD's newborn stage was a blur now and I wish I got to enjoy it more but because of her milk allergies it was so so so hard. Hopefully it's more temporary for you