Hopefully during the daytime they do have access to the outdoors now to run and play. Pups need a lot of room, they don't like to feel trapped and they will cry at barriers that stop them entering rooms, a pen and crate have barriers they can see through, so may well cause crying and screaming as you put it.
My pups have a huge heated open plan conservatory which leads onto my kitchen and day room, probably about 5 times larger than a normal conservatory, so plenty of room for them to run and play along with access to a good plot of garden which I have cordoned off, in all they have almost 100ft to play and explore, which you would expect to be plenty of room for some wee pups wouldn't you? Nope wrong.

I have a 4 ft purpose built divider across the entrance to the kitchen and dayroom and boy when they use to come across that they would whine like mad, the moment they reached the divider and could see through it and could see there were other rooms for them to go and explore they would cry and whine to be let in, so in conclusion it has nothing to do with space why they cry. My solution was to lie throws over the dividers so that they could not see the other rooms, I can still see them,

but they accepted the divider as a wall with no access so they had no need to stand there and whine any longer.
I had no more crying in the early morning, it worked a treat. So perhaps you could cover the pen on a night so that they feel there is no access to your kitchen.
Otherwise, you could leave the whelping box/crate open and place newspaper on one side of the kitchen, (I do this in the conservatory on a night) and you will find that the pups will use the newspaper on a night time and if you call your pups to the garden often to pee they will also learn to go in the garden in the daytime and the newspaper on a night.
Remember pups wake up a lot during the night, have a little wander then go back to sleep, with the days being lighter my pups would be up and playing by 5am, so they need the room to do that also, so perhaps allowing them the kitchen would be a good idea if they are over 3.5 weeks now, also make sure they have new things to play with and change things around for them as they can get bored as well.