Try your best to relax with him. Dogs are like little sponges, they absorb so much from us and pick up on emotions/feelings. If you're feeling stressed worrying about him, he's going to pick up that you're stressed/worried but he won't know how to respond to that, he'll be feeling a bit confused
I still find it now, if I'm stressed about going into work, even if I dont say or do anything particular my dog picks up on it and will have a restless night, getting me up to go to the toilet early hours of the morning. My old dog would also sense it, if I was upset she'd come and snuggle into me. They all have their different ways/responses, you are still learning about each other at the moment
Try not to focus on the picking him up, he's learning his independence (bit like a toddler), try and turn it into a fun inquisitive thing, explore being down at his level. Maybe get a comfy pillow or beanbag, closer to his level he will gain confidence in clambering on or around you. As he gets older I'm sure he will learn how comfy sofas are! I had an alsatian cross years ago, she was never one for lying on the sofa or on my bed, but she gave the best cuddles - she'd walk up to me, put her head in my lap and wrap a front paw/leg around my legs
Its easier said than done, but try to relax. Let things develop and be curious to watch all his personality quirks. You're doing all the right things, getting some training/advice, try to loosen the grip a little and relax into it. Watch his little personality grow and shine. You'll have a wonderful companion there
And we're always here for support and guidance xx