I had a perfectionist, super-sensitive, insomniac daughter. Some people thought she was perfectly fine, and others thought I had been grossly negligent or had my head in the sand to wait until she was 5 to start doing something about it. You do the best you can with what you know at the time, and try not to be too hard on yourself.
Now that she's 9 and a much happier, more confident, calmer child, I have learned a lot of things that can help. Nothing works for everyone, so keep asking around and see what you can learn from other people's experience. It's always good to have a couple of ideas of what you could try next, because there are no magic bullets or quick fixes. Just remember that you know your child best, and you will have to evaluate whatever the "experts" recommend to see if you agree.
Try cranio-sacral massage therapy. I rolled my eyes the first time it was suggested for my daughter, and now kick myself for not trying it sooner. She did a series of 5 massages, once a week when she was 5 1/2. It smoothed out the rough edges of her personality in an AMAZING way. The beauty of this type of gentle therapy is that you know within 24 hours if it's great for you or not. That's pretty rare in the world of therapy. I do it for myself now too, to reduce my stress level - because my stress makes my kids behave badly. They feel my stress but don't know where it came from or how to get rid of it. That's my job. Try a session for you and one for your son. It's extremely gentle. You stay fully clothed, and you would stay with your son the whole time. You could read to him or he can play with toys while the therapist works on him. It is ok for him to wiggle and talk through the session. It's as much art as science, so an experienced therapist is critical. Look for CST-D certification. www.kenpiercy.com
Biofeedback was great for my daughter. She started at age 5 1/2. It taught her to recognize when her body was feeling stressed, and how to change that with breathing exercises and relaxation techniques. Simple but powerful. www.onlinebiofeedback.com
STRIPES Yoga was designed for kids with anxiety and ADHD to help them relax and prepare to focus in school.
Play therapy is very helpful.
A chiropractor might help in some subtle way (and be covered by insurance). Make sure you try one who sees lots of kids.
My daughter is dyslexic (which was causing some of her anxiety as she saw other kids in preschool learning to read and write), so keep your eyes open for possible learning issues.
Your son is who he is, and he'll probably never be fundamentally different, but you can help him learn to control that anxiety so he doesn't have to feel bad so often. The sooner you start, the easier it is to teach him that life doesn't have to feel so overwhelming.
Good luck.