EFFIN EXHAUSTED- toddler won't sleep

You guys. I'm screwed. My son will be three in November and he still doesn't sleep through the night. He gets up 2-5 times a night and comes to our room to try and climb in bed or wake me up. I'm so exhausted. I put him back to bed every time but he has a melt down if I leave until he's asleep. I know its because he doesn't self sooth and just comes to find me when he wakes up. I'm so frustrated. It's too late for cry it out and what not. I'm desperate! I even bought a 50 dollar sound machine that worked the first two nights then nothing. Threats just make him cry and rewards aren't enough cuz the just says NO I Want you, mama! Which is heartbreaking. But enough is enough! I'm exhausted I lose hours of sleep a night!