As far as I am aware, colief works by helping to break down the lactose your baby is having. As your LO is on nutramigen there is no lactose to be broken down.
Taken from colief website FAQ's
Can you use Colief® with soya formula or lactose-free formula?
Theres no point using Colief® with soya or lactose-free formulas. These do not contain lactose and so Colief®*will have no active effect
If you have been prescribed Gavison previously, it may be worth while continuing unless you have found it is not helping. My daughter is now dairy free but still struggles with wind occasionally, so we use either dentinox or infacol. Since switching milk we have been able to stop the gaviscon.