It sounds like you are being very pro-active, and have tried nearly everything. Bless your heart! How about adding a white noise machine, which would help him stay in a deeper REM sleep?
Now, I know I'm going out on a limb (some people will think - lol) but it is possible that he is experiencing night terrors as a result of remembering a past life and experience in which he was scared and struggling. Although he doesn't have the vocabulary to tell you what he is feeling/seeing at this age, he may be able to as he becomes verbal. At that time, I would encourage him to keep a journal (drawings/words) of what he recalls.
In the meantime, I would meditate with him quietly in his room (dimly lit - just a nightlight) before he falls asleep at night...just 5-10 minutes min - maybe rocking him in a glider, or snuggling with him on the floor. With sincere intention, ask that his guides and angels protect him and help him to remain in the present-moment in sleep, and that he need not remember his past lives while he sleeps. Feel the sensation of gratitude as you imagine his night terrors being gone - as you imagine him peacefully sleeping through the night. Spend several minutes imagining every detail of his room being calm, a white light of love surrounding him, and him filling with relaxation, calm, and peace. Please give it a full week's worth of trying. You'd be amazed how effective this can be for him....and you'll both be sleeping better before you know it.
Here are some resources that you might find helpful:
http://www.amazon.com/Childrens-Past-Lives-Memories-Affec...
http://www.oprah.com/dated/oprahshow/oprahshow_20080401
http://www.stevegjones.com/eliminatenightterrorshypnosisc...
Best,
C.