Please dont worry about getting your baby into "bad habits" when still so young. Most die hard baby trainers dont even recommend crying it out until after 6 months, and even then their is no evidence to say its safe and plenty to say it MAY be harmful (It increases cortisol levels in the blood which can cause attachment disorders, anxiety issues etc) If you do decise to "train" your baby at least wait until 6 months. I used to rock my child to sleep all the time, and now he goes to sleep without me rocking him at all.
The colic is a phase that will get easier. Just a suggestion - have you noticed how african babies never seem to cry?, they sleep strapped to moms back and mom just gets on with things. Babies are soothed by rocking, the smell of their mom and the sound of heartbeat. Get yourself a comfortable baby carrier (I founf a meitei to be the easiest because baby can go on back and be "out of the way") and carry him while you do things during the day. Go for light walks to help tone that tummy you were moaning about, get out doing your chores. Your baby is likely to be calmed by the movement and less likely to be crotchety. Also being upright may help if he has silent reflux which can be aggravated by lying down and will cause him to cry.
Another thing with reflux - small feeds are better, so maybe try smaller feeds more often?
When your patner, a family member etc is around - let them carry him to give you a break so that you can go get a mani/pedi, have a bubble bath, indulge yourself.
My child was colicky too, it took about 5 weeks of pure hell for me to realise that trying to get him to sleep according to the books, on his own in a cot was driving me slowly insane. Once I accepted that carrying him was easier, my life got better. Then at 3 months his colic stopped:) The first 6 weeks are the worst, the first 3 months are hard, it gets easier I promise.