Colic or milk protein allergy

Has anyone ever experienced either of these two. This is our second baby and they couldn’t be more different!! Our little man is about to be 5 weeks old on Monday. He is formula fed. He cries quite a bit, especially late afternoon, but inconsolable. He really struggles to pass gas and poop (screams most times) His poop is also like a green/grey color and pasty looking (is that normal?) We are debating changing his formula again in case it is a milk protein allergy, but we are trying to figure out how to help the poor guy!

He is currently taking a probiotic and gas drops when needed but he just cries so intense and super hard to calm down and keep calm and happy.

Anyone has any advice or tips??