HELP! 2 week old won't sleep in crib

The first week home with our newborn was smoother than this second week has been.

When it's bedtime, he refuses to sleep in his crib. When I put him down for the night he only stays asleep long enough for me to get comfortable. He makes gasping and squeaking noises that wakes himself up. I'm not sure if this is gas, colic, or a breathing issue. He sleeps fine if I hold him, and naps during the day in his rocker and sometimes his crib. My SIL suggested a crib wedge my bff suggested using a pillow to prop him up on his left side or to put him down on his belly...both of which I'm scared to try.

I'm not getting any sleep holding him all night, I admit I fall asleep with him like this which I know can be dangerous too. Any suggestions for this tired FTM?