Help with my 11 month please!?

since my baby has been born she has been high maintence, even from the very first few times I tried to put her down in the hospital she screamed and screamed till she was picked up. On return home from hospital I put her immediatly into a routine bath and bed etc and always woke constantly. Then she got colic and screamed for hours on end and we started rocking her and now it has continued and I cant put her down awake she screams and paniks (and if I was giving advice I would say leave her) but it breaks my heart. Now she wakes up constatly from being put down at 7 at least hrly until she comes in our bed which she wakes regually still but its easier to settle. She screams even if cuddled and we cant go out as no one else can calm her down. Her eating is also terrible, for example 1/4 weetabix for breakie 3rd of an egg for dinner and either mixed veg for tea a bit of soup of fish finger, she bearly has any milk and she is having juice in a bottle not a cup. I feel I have made so many mistakes but I want to keep her happy and my time with her is so precious I just want to please her but I feel so down as getting no sleep and she does not seem to be getting any where she is not crawling etc. Any advice my hv just keeps saying there is nothing wrong with her leave her to cry but I find it so hard :(