I know he's already 4 years old, but has he been sent to a Pediatric Orthopedic and checked for any type of hip dysplasia? It's possible he might have had a very mild form that was never caught, and now that he's grown, the hips/hip sockets and such haven't grown together like they should, thus causing him pain. Most cases are caught when a baby is young, but not all, especially milder cases.
I would have a hard time believing that it was "stress" related--he's not old enough for his bones to be that stressed.
Have they looked into juvenile Rheumatoid Arthritis? That can start that early.
I would also visit a naturopathic doctor and have him tested for nutrient (vitamin, minerals, amino acids, enzymes) deficiencies and also food intolerances, which can manifest as joint pain.
Clearly, something is wrong with his body, otherwise, he wouldn't be complaining of pain and in tears. When allopathic doctors can't find something wrong, they'll dismiss him as a complainer and the parent as a hypochondriac or an over zealous parent. However, a child, just like an adult, knows when their body hurts or doesn't feel right. I would listen to him and do all I could until it's determined just what is wrong.
I have a second cousin removed who was very active in hockey. When he got to be about 10 or 11 years old, he started complaining of hip pain. The doctors said nothing was wrong, and he continued playing hockey. Finally, the pain got so bad, he couldn't get out of bed and/or walk. After a lot of persistence on his parents' part, they finally discovered that he had a mild hip dysplasia that didn't heal/form quite like it should have. He would have been okay--if he hadn't been so competitive in hockey (or any sport, I think). He had to have surgery and crutches and casts and...well, it ended his hockey and he was on the mend for a very long time.
I guess it could just be very bad growing pains, but, well, it's hard to say. I'd rather be safe than sorry.
Good luck.