S.H.
When all efforts don't seem to help... and is beyond parental support...maybe you should look to getting him some child counseling? This could really empower him and help him learn coping skills. Coping skills is what seems to be his greatest need, and that he takes things "personally" and internalizes his "faults" or mistakes.
Also, was he always this way, or only recently? Some kids just don't know "how" to problem solve...they need to be shown and talked through it, "discussing" it along the way, and not in terms of "right" or "wrong" solutions...but creatively problem solving, and that there are MANY ways to problem solve, not just one way.
Also, might he be a "perfectionist?" And so when things don't go right or as he imagines... he gets flustered/frustrated/sad/despondent/stressed out? Many times, "perfectionist" children add a lot of stress to themselves... but they NEED help in "learning" and being taught, how to make it positive. For my daughter, she tends to be a "perfectionist"... but we have taught her that "doing your best" is the BEST way... and that everybody is different, but all special. Now, she does not get stressed out or cry about "mistakes" and she is very proud of all her efforts with anything.
I really think, that perhaps he may benefit from some kind of child counseling..... you want to "help" him navigate through this difficulty for him...otherwise, it may escalate and/or turn into other kinds of problems as he gets older. Best to help him now. And he will gain confidence along the way. And yes, boys especially need to learn about expressing their "feelings" and that it is "good."
Take care,
Susan