What concerns me, aside from your privacy and rest, is that HE is not getting enough sleep! A child this age needs uninterrupted sleep.
It sounds like you have tried many things, but I wonder if you have stuck to any routine long enough to make it a habit? You sleeping in his room is not a good plan - it gets him to sleep but it encourages him to seek you out when he wakes up. He needs to learn to self-soothe and to calm himself without the breast.
You can put one of those childproof doorknob covers on the inside of his room so that he cannot open the door. You need to explain to him about why you are doing it, of course. I think you need to choose a method that you believe in and then stick with it no matter what. For example, if you do "cry it out", then DO IT. If you choose another one, then stick with that one. Don't keep trying so many options. Most involve some sort of reassurance to the child - for example, with cry it out, you go back in first at 5 minutes, then at 15, then at 25, and so on. You pat his back but you don't pick him up or nurse him or read a book. Eventually they fall asleep and know that you will be there in the morning. It doesn't build a habit or any security for your son if you keep trying methods. As long as you relent when he screams long enough, he will scream. I understand that you wanted to try a couple of approaches to see what worked, but now that you know what they are, pick one and absolutely stick with it. With infants, it usually takes around 4-5 days at the most. It might take longer with an older child already set in his ways, but you can do this. You must do this for him and for yourselves!
Good luck and hang in there. Remember that it is ultimately for his benefit.