Blankets are too thick/warm for swaddling. You need a thin, light, sheet. Taking scissors to an old duvet cover would work.
When you said you tried, are you still trying? None of these things are magic wands that will magically just work, just like that.
Have we talked about feeding to sleep? The most usual way for a newborn to fall asleep. Feed until unlatching, baby into swaddle, into your shoulder to wind until a burp (or two). If settled, put down (see below) if not, back into breast until settled.
To put baby down, you first need baby swaddled in order to control the startle reflex. Then be uber gentle, slow and ninja style. Baby on your shoulder winding, you bend at the waist until you are horizontal over the surface baby will be put down on. At no point in doing this does baby move from position on your shoulder. Be slow and patient in your movements.
Get until baby is just a few cm off the mattress, but still having not moved from your shoulder. Lower the last couple of cm away from your body and down. Stay right there, just a few cm above baby's whole body. Don't move, wait.
Please your hand on baby's chest to recreate the weight of being next to you. Keep your face close to babies. It's now that a dummy is useful. Dummy in for comfort sucking (send your DH to the 24h supermarket to get some), hand on baby's chest, stay physically close, breath in baby's ear, wait all still and calm and quiet.
It's much, much harder to do without crying unless you use a dummy.