Is it ok to leave my baby to cry even when he is suffering from collic?

Try holding the basket when he's in it and walk him around in it if you can. That will help with the transition. If he's truly colicky and you need some space before you snap, then you need to leave him be so he's safe and so you don't do anything you may regret later. Colicky babies are the hardest! Good luck--I understand your frustration.