What should I do with my 4week old son & his crying?

My son is 4weeks & 4days old. He's eaten, burped, been changed, is comfy, warm, has a pacifier everything. I have tried everything I can think of. Layed him on his tummy, sat him in a boppy, put him in his swing, layed him in his bed, and put him in his bouncer. The ONLY thing that will get him to stop crying is if he is being held. And if he is being held and is quiet, if he hears my voice or see's me walk into a room he starts crying because he wants ME to hold him! The only other thing that stops his crying is laying in a warm bath. I have a 3year old daughter & I'm a stay at home mom who does all of the house chores & cooks & cleans so I do hold him a lot, but I can't hold him CONSTANTLY which is what he wants. If I put him down he screams so hard he can't catch a breath. His entire face turns bright red and then a shade of purple cause he can't catch a breath!!! It scares the hell out of me! When my fiance was a baby he used to do the same thing and cause himself to p out! Of course, our son is following in his footsteps already. I wouldn't know what to do if he ped out! I would probably panic! so I always run and pick him up which is taking time away from my 3 year old who is starting to act out because of it, and also time away from our home & things that need to be doe. I don't know what else to do :( Any suggestions??