Our baby cried because of cow milk protein allergy. The milk protein came from the mother drinking cow milk and breastfeeding. When we figured that out it took a few weeks and then she got happier and quiet and could sleep again. Also the dry spots on the skin vanished.
There's a theory that almost all colic is either cow milk protein allergy and/or reflux. Our baby has both and treating both has made a huge difference in how happy he is.
We had to switch to a hydrolyzed formula do to supply issues buy mom is avoiding dairy as well which is helping a lot.
I remember reading a Dutch study where nearly all "child is allergic to milk" diagnosis by parents turned out to be false. Unfortunately, I can't find the study.
Here's a counter-example. We accidentally fed formula with cow milk protein in the middle of the night once after switching to a different formula (it was the middle of the night, we were sleep deprived, the bottles looked the same in the dark, and we hadn't purged all the old formula yet). His symptoms returned immediately for a couple days until it cleared his system.
I know this is anecdata but seeing the immediate change and having a very easy experiment to test it with if the child is eating formula makes me question the study.
We were told to try feeding her some milk formula to see if she just was hungry. Maybe not getting enough out of the breast. Her skin directly turned red with white dots. Since I'm allergic myself but for other things I know what that means. We also took her to hospital for a complete test and that was also positive. She has now outgrown it and can eat milk normally if she wants to but she finds most milk products taste awful.