Help! 14 week old the toughest sleeper around.

Hello second time mom here- very sleep deprived. My little guy is a really terrible sleeper. To give you some background I did the TCB newborn class with my first - she wasn’t a breeze but she would sleep at nights for 6-7 hours once she got to this age and then we sleep trained her with Ferber at 5 monthish and she’s been a great sleeper since (now 3.5 years). My goodness this one is different. I did all the same things and he refuses to sleep not on me no matter what and has been this way since birth. We follow wake windows, use white noise and paci, do bedtime routine since 4 weeks of age and use white noise. He screams in the car seat, hates the stroller, and wont even nurse to sleep if I tried. I’ve tried the Merlin sleep suit, dreamland sleep sack, switched from bassinet to pack n play with mattress. Nothing works. Currently my husband and I are taking shifts. He takes him from 8-12 so I can at least get some sleep. I pump a bottle about 5oz and he feeds him and holds him at 11ish and LO sleeps but again won’t be set down. He brings him into our bedroom at midnight and we always try for the bassinet and he might for an hour but I then co-sleep following safe sleep 7 but he will still wake screaming sometimes even if not hungry. He’s usually up at 3 and 6 to feed. We are exhausted and thinking of starting sleep training early. I’m debating between gentle methods pick up and set down, fuss it out, or Ferber. Is is too early to start next week at 15 weeks. He’s shown signs of self soothing sucking on hand and moving head side to side. I’m worried with pick up set down we will just get frustrated. Looking for advice and success stories of sleep training this young.