Newborn constipation

I need advice, ever since I brought my baby home (when he was a week old) he’s now 2 weeks and 3 days, he’s been constipated every single time. I talked to his doctor about it and I’ve been doing everything like warm baths, thermometer up his butt so he pushes it out, the bicycle leg thing, massaging his belly, doctor even told me to put apple juice with his formula and that’s not even helping. And he wails in pain and I have no idea what to do anymore to help him, I’m thinking maybe it’s the formula because I was lactose before pregnant but I don’t want to switch his formula if that’s not the case any advice? Thanks in advance sincerely one tired sucky mama 🥺