Have you looked into FlexSchool in New Haven? I have no personal experience with it other than knowing it caters to gifted and 2e.
Unfortunately I DO have experience with FlexSchool. Not very good experience with it. (That is an understatement...) Feel free to pm for more info.
Cold Spring in New Haven is wonderful. It runs pre-k to 6th.
When we visited Easton Country Day (in Easton) we saw a 5th grader in the AP Biology class. They say they are 30% gifted, 30% sped and 40% NT, with significant cross over between sped and gifted. A true gem not many in the gifted/2e community seem to know about. I'm not sure if they start at K or Pre-k but they run through high school. Definitely worth checking out.
Fusion Academy in Greenwich and Fairfield is great for gifted kids but doesn't start until 6th grade.
