I.G.
Consistency is the key. And I know what I am saying, I have a strong willed DD as well, we have been working on an issue for two weeks straight, every night right now. Same thing over and over again - by now I have half of her toys in my closet as a consequence... (they got taken away).
Some kids get it after you say it once, some kids need a broken record and 100 repetitions. It doesn't mean they are not smart or that there is anything wrong, it is just the process of learning how to make a good decision when one's impulse is to do one thing, even though the rules say something else. Most of it is impulse and emotional control and at this age (and for quite some years to come) they are still working on that. You are doing good, stay consistent, give him the same consequence each and every time. Right away, no warnings.
Saying "I hate you: is normal at this age and beyond. No, he does not actually hate you or really know what it means, but he knows he gets your reaction when he says it. I found it most helpful to just ignore it and say "too bad, because I still love you".
I am not for spankings or even escalating the discipline. It is usually counterproductive and if you think about is illogical: you are inflicting pain on your child in order to teach him that it is not ok to inflict pain on others... doesn't work. If he bands on the door ignore it. He has all these emotions going on they need to go somewhere - in these situations being in his room tantruming by himself is pretty much the only outlet he knows. When he is calmer you can try to teach him other techniques to vent his anger/upset. If he pees on the floor - make him clean it up when he is calm again.
So, take a deep breath, this too shall pass and stay on it. I know it is exhausting, I know it sometimes feels like he will never get it... but so far I have to say, eventually they will (... and then something else comes up)...
yes, it would be easier if they'd make it easier on themselves... but alas!
And who knows, tenacity and stubbornness can be great qualities later on when he wants to learn or succeed at something really difficult.
Good luck and much patience.