We swaddled for first few months with DD (born exact same time of year), and while it worked really well at settling her, it quickly became more of a hindrance than a help as she fought out of it regularly, but then cried when out of it! We went cold turkey eventually and swapped to sleeping bags at about 4m, which we used right up until she went onto a duvet and bed a few months ago.
We had initially used a sleeping bag when she was newborn, and she was fine with it - god knows why we swapped to swaddling! This time I'm avoiding swaddling like the plague and have a few newborn size sleeping bags, plus extra blankets if needed. x