The screaming doesn't seem to effect my DH either, actually half the time I don't think he even hears it.
Heartstringz will he let you rock him until he is calm then transfer to the cot?
I usually aim for self settling for the first sleep of the day, but if that hasn't worked I think you just have to do what you've have to do to get some sleep into them.
Have you got him to take a bottle yet? And how are the solids going?
I'm at the point now where he doesn't take a bottle, not eating much in the way of solids and I'm thinking about going back to work soon- oh the joys!