I have 2 things that have worked tremendously well for me. First, IMO, 4mo is too early to start sleep training, especially if you're breastfeeding, because they don't have a distinguishable pattern. Most 4mo nap 15-45 minutes at a time and are all over the map when it comes to how long they sleep at night, and literally everything can be different from day to day. Remember sleeping through the night at this age is 5-6 hours.
The second I want to point out is that with your children being so different, maybe this method won't work for your 2nd child?? Just an idea. I used Pantley with both my kids, and it worked very differently for both. I had to modify, and I couldn't let my kids CIO because they would do what your son did: cry until I picked them up. I mean HOURS, and I can't stand to hear my kid cry that hard for that long. There was no coming in every 5 minutes because the longer I let them go, the harder they cried. I admit that I have my nights with my 13mo, but she usually only has bad nights when she's teething (all 4 molars right now!! Yikes!) or when she's overtired.
The third I want to highlight is: are you open to letting your son sleep on his belly? Both my kids are belly sleepers and have been since birth. I don't know if yours can roll over, but I know 4mo is a HUGE developmental age, and if he's coming out of his swaddle blanket, maybe he's done with it. He may want/need to freedom of movement in his sleep, and as long as he can turn his head to breathe (which most babies can do from birth), he may sleep better on his belly. Just a couple ideas.... :)