Its all sound normal to me. Galen did exactly the same and what I've read from others BF'ing Mums its par for the course. Don't give up on the boob and switch to bottle as it can usually be overcome though it might take a little while. And remember that although its hard to watch your LO in pain, it does pass and does not cause any lasting damage nor do they have any memory of it.
IIRC they advise not to give gripe water before 2 months old. Infacol is what you should try. That is happens in the evening and night makes it more likely to be colic (as this is when it seems to occur most but can happen at other times).
Winding as you go when feeding helps. The Infacol makes all the small gas bubbles form into a big one thats easier to burp. When she fusses and starts kicking her legs during a feed is a good time to try as winding, may be she needs a burp. Do after a feed also.
Wind will also happen from the other end. BF babies tend to fart more than formula fed ones. This can also cause her pain. I often dip LO in the tummy tub bath and this helps. Also if he lies on his back I lift his legs up and over his body gently and do cycling like motion with them to help ease things and get the wind out.
Dummies can also help ease colic woes. I started using one from 3 weeks (got a nipple shaped teat not a flat one to avoid nipple confusion) and it was a life saver from comfort sucking and colic. Keep sucking on the boob and getting milk makes things worse (once full) and therefore comfort feeding is something I stopped doing. Galen would have a dummy and could suck on that and it helped his colic and pain. Made life a lots easier. We didn't use it at other times.
PS
now your LO is here this sort of thing is usually posted over in the Parenting section. Took me a while to get used to visiting there and posting and asking my questions but soon settled in