Bed sharing and room sharing

Hi Everyone! So my son just turned two months old. He currently sleeps in the bed with me. My friend gave me something(I just call it a co-sleeper cause idk the name) that allows him to sleep in bed with me safely though sometimes he does prefer to sleep snuggled next to me. His pediatrician suggested starting to transition to him sleeping in his crib in a room by himself so that he can learn independence( self soothing,getting himself back to sleep,etc). She said it would be good for him to not always see me and know that as soon as he whines and wake ups I’m instantly going to be there. I am not comfortable with him being in a completely separate room. Trying to get him to sleep in his crib I can do but I feel safest with him sleeping in the same room cause if he throws up, rolls over and can’t roll back, stops breathing or has any kind of issue I am right there. Plus,with him being strictly breastfed it’s easier to just walk over,grab him,feed him and put him back down. With the bed sharing, I get pedis advise against it tho I feel as long as he is safe in the bed it should be fine but the whole other room thing just messes with my anxiety. Any advice or opinions? Do you bed share? Room share? Did or did it not affect baby’s independence? Tips to transition?