I'm guessing he's in early elementary - age 6-8 or so? As kids hit this age it doesn't work very well with most for parents to just issue lots of specific rules. Rules needs to be explained. Compromises need to be reached. You have to let some stuff go to focus on the big issues in life. To take your bedtime example it may be that you can allow quiet play with figures if he agrees to stay in bed. Work on problem solving together and developing solutions. Also, I would make sure that you are acknowledging his feelings. In the situation with the cat instead of trying to talk him out of feeling sad about her someday death, how about cuddling up with him and taking some time to help him through those feelings. It doesn't matter if she could live another twenty years, it is a really sad and hard thing for a kid to think about losing someone they love.
I would also look to help him find areas over which he can be in more control. I'm sure some will disagree, but I don't know that you need to be managing when he takes his AR test. That seems like something he and his teacher could work out.
If you have not already done so I'd suggest some reading about gifted kids might be helpful. Some of what you are describing like the sensitivity and perfectionism are par for the course for many gifted kids. This is a really good book and has information about discipline too.
http://www.amazon.com/Parents-Guide.../ref=tmm_pap_title_0/185-5394982-3102366
