Sleep training getting worse?

For those of you who have sleep trained, did it get worse before it got better?

Honestly I really didn't want to do CIO but I don't know what else to do. I'm 31 weeks pregnant and would like my son to be sleeping through instead of waking 2-3 times a night. I'm starting to stress that I will be dealing with a newborn and my son will still be waking multiple times a night. He use to only wake once for a bottle and then go right but down. Now he's waking more and wants milk every time and sometimes he still won't go back to sleep after🤦 so I felt like now's the time to break the habit and get rid of the bottle and night feedings. I had already transition him to the Sippy Cup for milk during the day which was no issue.

Night 1 - cried off and on for an hour

Night 2 - slept from 7-5:15 and we ended up just starting the day early

Night 3 - fussed for maybe 15 minutes in the night but pretty much slept 8 - 7. This was amazing lol thought we were making progress untill we hit last night

Night 4 - took and hour to get to sleep with some crying, woke at 1:30 and fussed for 15 minutes and then scream for an hour at 3 and fell asleep for a little to wake again and cry for another 15 minutes and was up at 630

I told myself I would try for at least a week but it's so hard to know if I'm doing the right thing and he'll end up sleeping better in the long run😭 he usually goes to be bed between 7/730 and has two naps a day. Morning is roughly hour and half and the second around an hour. I don't know if he's sleeping too much or if he's schedule needs to change.

We also share a room which I'm sure is causing some of the sleep issues. We're currently building and won't be moving in till December so we'll have to keep room sharing.