Have you been to a bf group to ensure you're getting your lo is latching on properly and the screaming and wind isnt to do with a bad latch? My son had a tongue tie which made it very difficult to latch on. They can really help if inability to fed correctly is the issue.
I was also going to suggest that there maybe a allergy or intolerance he's picking up in your milk but is not present in feeding (other than dairy or soya), but there is a lot of trail and error on your part to identify if thats is the case. Again you could google symptoms but its very hard as there are no set list, every baby is different and not every baby fails to gain weight, is sick etc.
Having been in the is it colic/reflux cycle before, the best advice I have is to write on all the symptoms he has, times etc, bf or bottle, sleep patterns the lot, then speak to a HV or doctor about your concerns. There are so many things that it could be I'm afraid. You're his mum and you stick to your mummy instincts that something is wrong, and dont allow any healthcare professional to make you feel like youre an over-anxious parent.