When he wakes up I usually go to him and comfort him. I also offer him some milk has hes not drinking much before bed (i believe due to teething). After that i change his nappy and put him back to bed. I just lay him in his cot, say goodnight and leave. He sometimes doesnt cry but there are days where he screams and i just go back to get him. I then let him lay in our bed with us for a few min until i try again.
I think this is just a reassurance issue. Not a medical or pain issue.
Firstly - assuming the milk you mention is a bottle or beaker, he doesn't need it. I would stop it completely. It's not good for baby's teeth to have anything other than water at night. It doesn't matter that he didn't have milk at bedtime anymore, older babies often drop this. I very much doubt he is hungry or thirsty.
Secondly - taking him out of his bedroom is not a good idea. Neither is changing his nappy, unless absolutely necessary.
I would do all the settling in the cot. And not leave. I think he's screaming because he wants your reassurance. Best way to deal with tat is to give It, as much as he needs. Then once be a feeling more secure that you'll always be there for him, as long as he needs, he'll then be better able with you weaning weaning off how mych reassurance he needs.
So when he wakes, I would go in to him, but avoid picking him up. Lay him back down and lean into the cot. Better still lie down next to the cot on a mattress, if there is space. Stay with him. Llits of caring, compassion, shushing, lieing him back down when he gets up, tickling, patting etc.
It will take a long time initially. So get comfy and set yourself some realistic expectations. But over time, he will gradually accept that he has to stay in h8s cot and lie down. And he will gradually increase his trust that you'll always give him reassurance when he needs it.
Once you get to those acceptances, then start gradually withdrawing the amount of reassurance you need to give. Until in the end you get to being able to resettle him amd leave without any fuss most of the time.