M.K.
Good Morning (said with a sympathetic smile!!) All babies seem to go through a major sleep transition around 4 to 4 1/2 months of age. My daughter went from 3 months of colicky, NO sleeping, to finally sleeping (thank heavens!) But most of my friends (who didn't have colic babies) saw the exact opposite -- their babies stopped sleeping in their pattern at 4 months.
I don't know if you are utilizing any particular sleep training method/book, but just hold your course and continue your bedtime routine and methods. Swaddling may not be as necessary after the baby turns 3 months old, so take the cue from him. But besides that, you'll need to train him into the routine you want to use. It's not easy to get through sleepless nights, but if you are consistent in the method you want to use (whatever it might be), he will learn within about 2 weeks. If it continues, beyond 2 weeks, I would definitely consult my Pediatrician.
I'm a person fan of "Healthy Sleep Habits, Happy Baby," as it offers two alternatives -- one "cold turkey, let the baby cry it out," and a different approach for Moms who don't want the baby to cry it out.