Duke did that too when I first got him. So heart breaking to hear them cry, I put one of my tshirts in his little bed, which was next to my bed. I also put a pad not too far away and woke up every few hours or whenever he woke up and put him on the pad for a few minutes to train him. This happened for a couple weeks bc he was just a bit over 1lb at that time.
He now sleeps on my bed with me and I really enjoy it
I know many others crate train so try out that option too and see what works better for your situation.