My four yeard old son, who will be five in March, is also a very picky eater. He pretty much has been since birth. He was solely breastfed, which is the best in my eyes, but I did want to supplement at times, and he would have nothing to do with a bottle or formula. I don't remember having too much trouble with babyfood, but he was quick to learn what he did and didn't like. He is about 45 lbs, is skinny in my eyes; however my husband and stepsons were all "scrawny" when younger, but have grown into regular sized, very fit men. He doesn't want anything to do with vegetables, likes bananas, and his favorite is chicken legs and now salad, lettuce only. I have bought so many different kinds of vitamins, with no luck. He could also live off of chocolate milk, which at times, I have let him have cereal for supper or extra chocolate milk for peace sake.
So, I can relate to your worries. Doctors and loved ones tell me that if they are healthy, don't fret. That is easier said than done tho. My two year old is the opposite, he is very lean and loves his veggies and will try new things. My four year old is definitely the picky one. He is also picky about certain clothes, they can't be "itchy"....
I just take it one day at a time with him, I don't worry near as much as I did when I was a new mom, but we still have our times. I don't have any real advice, just know that you are not alone.
C.