I'm just curious...why is that you think he needs more calories from liquid?
If you are looking into more fat, my suggestion would be to talk to your pediatrician about what kinds of "good" fat they recommend. My ped suggests avocado, unrefined oils (you can serve all sorts of beans dressed with a little olive oil, a pinch of salt) and egg yolks. You can choose a "cream top" yogurt, like Brown Cow, which also has the good fats. Macadamia nuts are a great source of monounsaturated oils, and, while a bit more expensive, can be pureed into a paste to smear on crackers.
Some children just don't care for cow's milk, period. I would abstain from juice for several reasons, tooth decay and empty calories being the top two.
My experience in working with toddlers is that they need to eat at least 5-6 times a day. Breakfast, a midmorning snack, lunch, a midafternoon snack, maybe a second one--you may need to set out something to munch on while you are preparing dinner if he's melting down then, too, dinner and possibly an evening "top-off" before bed. My son needs five regular sit-down and eat times, plus I pack snacks that will help him make it through longer stroller rides or outings.
On thing about the vitamin water, I'm sure you are reading the label, but be very careful, as some brands have lots of added "boosts" that are stimulants. It seems like a great way to get children some vitamins, but it might be worth asking your pediatrician about. Vitamin drops and his beloved water may be more effective, and less expensive.
Just one more thing: kids know how much they need to eat. They are fabulous self-regulators, if we let them tell us what they need, and if we respect their cues. It's obvious that you are picking up on your son's. As long as you choose to offer some healthy options for him to choose, please, don't worry. He just sounds like a typical,growing boy.