@huntinheros I feel you. I've felt that pressure too. My 11mo has always woken every 2-3 hours and maybe in the last month that's become 3-5 hours. Sounds perfectly normal and it will get better for you!
SIDS guidelines state that baby should be in the same room as you for ALL sleep (Inc day naps) until at least 6 months. For this reason alone I would avoid putting your baby in their own room.
Aside from that, do what you are doing. Try and turn down the volume on other people's experiences. You don't know if they let their babies cry it out, you don't know that they actually get more sleep that way. I've heard people say their babies are in their own rooms this young, but then complain endlessly about having to get up out of bed multiple times per night to settle them. It's so much easier to just have baby right next to you!
Your baby will sleep better knowing you're right there. You'll probably sleep better too! You are teaching your baby right now that you are there for them and you will always respond. Being in a different room your baby will have to work harder for your attention.
Mama instincts remain strong when you keep your little one close by, if you spend too much time away from them it dulls these instincts. Your baby will sleep 'better' in time. We are the only species who insist on separating ourselves from infants. It's so so normal to be close all of the time.
Keep feeding, keep cuddling, sounds like you're doing a wonderful job