My 7 week old daughter is doing the same thing. Since she was born she has tried to suck her fist or fingers but just can't keep them in her mouth. Several weeks back in the middle of the night I heard her sucking away (her crib is in our room) and I was appalled to think she hadn't spit the binki out yet. I went to her and there was the binki lying on the bed, it was too dark to see what she was sucking on, if it was thumb or finger or fist but I was amazed. Of course she has not done this any other time since then but it gave me hope. I still swaddle her but with her hands up by her face, but a bit more tightly around her arms so they can't flail about. She sleeps on her side so they end up right in front of her mouth. I hope this way if she ever finds her hand again she will be able to suck on it. We'll see. I'm glad to know there are others going through this phase too!
Kate