Hi, op. I have a son with a lot of similarities. Well some differences... He was independent, strong-willed, etc as a baby and toddler but very happy. Around 3 he started to get more difficult: about transitions, about being asked to do anything--I really mean anything--about food, about noise, about crowds and people... You name it. He became more self absorbed and could really retreat into his own wonderful little mind in a way that was scary to me. Four was even worse.
We started seeing a therapist at age four. She diagnosed him with generalized anxiety and started doing play therapy with him. She was a HUGE help, huge. For a while I saw her every week myself as well, and then once a month though my son continued to see her every week. We saw her for four years.
Eventually he was also diagnosed with adhd. And it turns out he has some LDs, too. It was pretty hard to see these coming, to be honest, because he was so bright and articulate and generally precocious. But I think he was really suffering in a world that didn't quite make sense... Where his brain might be very quick with concepts but very slow with execution. And four seemed to be the age when he developed more awareness about himself and his place in the world. I think my kid really was depressed.
Some of these kids are like a "perfect storm" for emotional trouble. I think my kid is already a huge introvert and very intense--these are parts of his personality, neither good nor bad, nothing I would ever try to change. But when you add a tendency toward anxiety, the attention issues, the LDs, and the disappointment with himself because he is constantly not meeting his own expectations, it's a disaster.
I want tell you that my son at age 12 is still a bit of a glass-half-empty guys at times but more generally a happy person with a lot of friends, confidence, and a eat sense that he is good at a lot of things. I feel like the therapist was a life saver. We also used anxiety medication for a while when he really needed it. And we have tried absolutely everything from diet, to yoga, to OT, to neurofeedback, to martial arts, etc etc. i think they are all worth trying if you have the time and money but I think the most important things for him were: establishing a very clear, simple lifestyle and routine that included regular play dates with the same set of kids; sticking with an activity that he liked to the point where now, with a lot of work and dedication more than natural talent, he has a lot of skill and confidence in his abilities; finding the right school setting. I would say therapy was the most important part for us as parents--and it was crucial that the therapist know him well for her to work with us--and also a noticeable difference maker for him.
Good luck, op. I feel for you and think I understand what you are going through. I was so, so worried about my child at that age and now, really I couldn't be prouder of him.