Law hurting him with banter power up (never seen that before in a manga)
Superficial damage bro.
I won't put much stock into Kaido screaming, could be just due to discomfort. Its not like Kaido's body even had minor bruises on him after those rocks. Even Mihawk gave Jozu minor bruises.
Attacks that did scabbards level damage to Kaido were only Gamma Knife, Sonic Scythe, Oni Giri, Killer's claw attack, Luffy's non Kong Gatling, G4 attacks
Attacks that did proper damage to Kaido and surpassed individual scabbards were Zoro's Tatsumaki, Luffy's Red Roc and Kong Gatling
Attack that coulda significantly fucked up Kaido was only Zoro's missed one sword slash.
Those Rocks and Kid's slams didn't seem to have done any damage, just cause Kaido some discomfort cuz he is being dragged and suplexed or rocks being dropped on him. Maybe he felt it a little but it isn't stated anywhere that Kaido can't feel pain, its just that his body is very durable.
Doesn't mean his body doesn't have pain nerves. I am sure that G3 Elephant Gun made Kaido feel some pain as well.