I used parts of the Baby Whisperer to help me learn about routines especially since I was lost with my first. But your baby is just 5 weeks old! You can't expect much at this point. She is learning how to navigate this big new world. It is very different from the close comfort of the womb. That's why she wants to be held and will sleep then. She wants, needs and craves the comforts of the womb. Google 4th trimester. That is where she is. It will give you tips and tricks to make her more comfy. I also really liked Dr. Sears Baby Sleep book and the No-cry sleep solution. All have great tips, tricks and info on infant sleep that kept me sane with my first.
You can't expect any kind of self-soothing at this point. She is running purely on instinct. The shhh-pat thing means absolutely nothing to her right now and won't for a while. She's just far too young.
Are you swaddling her when you put her down? At this point she really should just be eating and sleeping for the most part. Try using a mayawrap. It literally saved my life with my high needs preemie who needed to be held-a lot! It kept him close in a variety of holds and I had free hands to eat, do dishes, cook,etc. As far as work out and shower-you could power walk pushing them in the stroller at the mall before it opens. Showers you may just have to grab at night when another adult is home. For a long time I had to shower before bed when my second was sleeping. Not my fav as I like a morning shower but mamas gotta do what mamas gotta do lol!
And keep in mind this won't last. Enjoy the close comfort that you are providing to her.