How long do you let your baby cry?

Hi ladies!

My almost 1 month old is not an independent sleeper. Ever since she was born she will only sleep in mine or my husband's arms. She fussed as soon as we lay her down or even put her in a bouncer, swing, or on a play mat. We've tried everything- swaddling, white noise, pacifiers, laying her down while drowsy, putting an arm in her bassinet, even putting a shirt of mine in there, etc.. She also doesn't like sleeping on her back. She sleeps in her tummy on one of us. She sleeps in a baby carrier so I can at least do stuff around the house. A lot of parents have been telling me it was like that for them for the first 6 weeks, but I'm wondering what changed? I'm also wondering how long one can let a newborn cry.... This girl has lungs!