I know exactly what you are going through.
Olly had bad colic until he was about 14 weeks and we did everything. At 20 months he still pumps and burps for England and sometimes gets trapped wind.
We tried everything possible - The biggest change was Dr Browns Bottles, keeping him upright while feeding and for about 20 mins after - having a really good go at getting his wind up with loads of different positions I found on youtube and winding every 2oz - gripe water was good if I was struggling - baby massage (look on youtube) and do it 3/4 times a day.
We changed his milk and that made him worse, he ended up so bunged up and eventually couldn't poo.
Night feeds were the worse for us, until 5 months he woke 2 times a night for milk and would drift off drinking but I really struggled getting any wind out of him when he was sleeping - as soon as I lay him down he would wake screaming.
We usually spent most of our evenings taking it in turns walking round the living room with him on our hips bouncing away taking everything in to try and get wind out of him.
Its awful - My cousin warned me before I had Olly as all 3 of hers had it but I didn't realise how bad until we had it.
But like I say he has always been bad at getting wind up - When he was 6 months old I was speaking to a lady in Boots who recommended I buy and try 'Optibac Probiotics Infant' - Its not cheap £12 for a months supply from amazon , they are sachets of granules and you put it into their first bottle of the day. It worked amazing with Olly - he for the first time didn't wiggle around in pain trying to get a pump out.
My friend has a 6 month old girl with exactly the same problem and for 2 months she has been sleeping an hour at a time through the night and she also has a 4 year old to look after - I had a months supply left from Olly and gave her it on Friday and Jenny slept for a 6 hour stretch on Friday night - she wasn't in pain.
Coincidence I don't know, But I can honestly say these worked great for us so It worth a try. We stopped Ollys at about 10 months because he started sleeping through
xx