Sounds a LOT like my daughter.
Here are some things that worked for her:
Sucking on my finger (hated the pacifier, liked the skin feeling without the milk)
The sound of running water, and also of being in the shower (I was the best-cleaned mom around for a while!)
Being swung face-down, butt in my hand and head on my elbow, in slow, wide arcs
Bouncing, not rocking
And knowing a bit of rhythm helped A LOT too. Like, we knew when her really colicky period would start, and right before that I would nurse her and then we would head off for a 45 minute shower, and it cut WAAAY down on the amount of time spent bouncing and swaying.
I know it can be tough having a baby that people really don't understand. My FIL gave us major crap about how we comforted Becca until he tried his own 'better' gentler ways himself and saw how well THAT worked.
Just to reassure you, it is nothing that you are doing that is making your baby more high-strung than other babies. My second is a classic laid-back baby and hardly cried at all as an infant. A very easy-to-please kind of guy, happy to fall asleep nursing every time or be cuddled and rocked gently to sleep. There is no real difference in the way I started out parenting these two children (although we all know that parenting is a two-way thing and I obviously parent the two of them quite differently now). I never could get anyone 'mainstream' to believe that my daughter was just a very independent personality stuck in a very dependent situation until two things happened: She became a very well-behaved, very inquisitive, very independent toddler: and my son's laid-back personality proved that her behavior was a result of her personality and NOT of my somehow making her like that.
Also, many people will attempt to tell you that colic is 'just gas' and to treat the gas. I know for a fact that this was not the case for my daughter and wasted much energy trying to explain this to people. Her ped agreed that her colic was purely psychologically-based. My MIL actually insisted we take her for an evaluation because she was SOOO certain that this was not normal. I honestly was afraid she would call someone on us if we didn't seek medical treatment, and she didn't drop the subject until we'd seen several people, all of whom said that the problem was psychological and not physical. Thankfully, nobody felt the need to recommend anything invasive and simple interviews were all we needed.
My mom, a perinatal nurse and lactation consultant, and longtime LLL leader, told me AFTER DD self-weaned at the early age of 2, that my daughter was the most finicky nurser and most colicy baby physically healthy baby she had ever encountered. I think she was scared that I would resort to drastic methods had she told me earlier about the extreme nature of our situation, but she need not have worried (never did trust me).
All I can say is, this too shall pass. And a properly loved-on high-needs baby will usually turn into a toddler of the best type; secure, independent, curious, and inquisitive. Do not give into the temptation/insistance of others to sleep-train by CIO; not only are these high-needs children extremely resistant to this method (they have strong wills!), but when it finally does work, you will end up with a very broken spirit, and it is my personal beleif that this is how some parents wind up with insecure, tantruming, change-resistant children (of course it is not the only way, some children just have that sort of personality).
Mama, homeschooler, midwife. DD (13yo), DS (11yo), DD (8yo), DD (3yo), somebody new coming in November 2013.