When should I worry about too much gas?

My son is 4 weeks old and has had terrible gas from 2 weeks of age. He makes noises in his sleep, often grunting or crying, even screaming sometimes, almost every nap and during the night after 2/3 am. He will sometimes get gas out independently but he usually doesn't have large amounts of gas until after I've fed him, given him gas drops, massaged his belly, bicycled his legs, and even bathed him some days. We spend our whole morning (from 7- 12 today for example) crying and trying to get relief almost daily. The pediatrician told me this is normal and not to worry but it breaks my heart hearing and seeing my baby in such pain and discomfort. Is this normal? When will it get better? Any advice appreciated, thank you.