When you give him your instruction, do you tell him from across the room, or do you make a point of connecting with him first? If the latter, try this:
Bend down to his eye level, touch his arm or shoulder as you say his name, and pause until he's looking at your face. (If he can't do this without noticable discomfort, then he probably does have a touch of some neurological deficit or other, in spite of his negative tests.)
Tell him clearly what you need from him, and ask him to repeat what you said. Then, in a cheerful and positive voice, give him a time limit, and ask him to come and tell you as soon as it's done. If you're asking for a multi-step job, like cleaning his room, break it down into shorter, clearer "bits." If you merely want him to stop playing with a toy, ask him to choose an alternative toy/activity, and tell you what that will be. If he's already focused on the no-no, he may need you to help him find a desirable alternative. This turns the bane of too many "don't do thats" into a more positive "yay, do this!"
When he does anything you want or appreciate, even small or fleeting moments like getting up right away to deal with a task, make a habit of noticing and commenting (NOT manipulative over-the-top praise, just a positive comment). He obviously values your high regard, and this is one way to give him opportunities to earn the pats on the back he desires.
It is usually helpful to give advance notice when you'll want him to do something differently, so he has a little time to make the necessary emotional adjustments. "Five more minutes, and then I need you to _______." Then, "One more minute playing with that toy, son." And if you can make the new activity sound appealing, or playful, or satisfying in some way, all the better.
Since he sounds like a pretty sensitive kid, you might do best using an approach that incorporates lots of empathy for his feelings. This is not pushover parenting, it merely lubricates the many potential friction points in a day, and makes it more effortless for both your son and you. Find out more by googling "emotion coaching."
And the marvelous book How to Talk So Kids Will Listen, and Listen So Kids Will Talk, by Faber and Mazlish is oozing with real-life examples of how parents make positive, empathetic connections with their children, while making their own needs and requirements clear. By the time you finish each chapter, you'll be equipped to put the practical lessons to work. This is simply the best, most effective parenting book I've ever read, and I have read a bunch.