You've received great replies above. smile
I'll just add a few thoughts that popped into mind while reading your post.

1. Being an old soul comes with a bit of difficulty, as described in this 2015 article 21 Struggles of being an old soul trapped in a young body. Hoagies' Gifted Education Page hosted a September 2017 Blog Hop on a related topic: Spiritual/Philosophical Anxiety. This SENG article from 2011 by Deborah Fraser, Supporting Spiritual Giftedness, may be of interest... as might this 2012 SENG article by Joy Navan on Touching the Mystery: Spiritually Gifted Children.

2. When kiddo is engaging in negative self-talk, do you help him to dissect and examine the cause(s) of his disappointment? He may need more specialized vocabulary to do this. Help in analyzing what he anticipated, what decisions he made, what actions he took, what the results were, what he learned from this experience, and what he might do differently next time... may cause him to realize that trial-and-error are a natural path of learning and any failures do not negatively impact his intrinsic worth as a human being. A paraphrased thought from the book on growth mindset by Carol Dweck: change "I don't know this" to "I don't know this... yet."

3. Anxiety is a frequent topic on these forums and this brief roundup of past threads mention books/articles which may be of interest:
- Thomas Greenspon article on perfectionism and anxiety
- post on perfectionsim
- another post
- post on anxiety