OMG when you mentioned, �From day one, my son has been self-directed, intense and persistent. Even as a toddler, he had a "learning agenda" that was pursued with great passion, regardless of what the group or teacher was doing� reminded me of my son who is now 10 years old. We also had similar experiences at Gymboree.
Have you checked into Montessori schools in your area? My Ds10 has been at a Montessori for the past two years. It is a much better fit then his previous school. Montessori schools are by definition child lead, especially in the younger years. And they have classes with a minimum of a three year spread of students, some have a six year spread at my son's school. However, different Montessori schools can very greatly from each other. But you could go to them and ask how they would accommodate you son's uniqueness. The schools also welcome parent involvement and suggestions.
I have found that my son's school works with parent's suggestions very well.
Just a thought, if you find the right-fit socially and academically where the school enables your son to �plow� thru the curriculum for now.. when he is older he could do early high school/college, gap years, enrichment etc. A Montessori school can accommodate this to a certain extent much more than a traditional school is able to do, though at some point who knows???
At this age I feel that it is important that he is an environment where he is not frustrated so he does not learn bad habits or coping strategies to survive his environment. If he is in a environment were his frustrations are kept to a minimum you can tweak the environment as needed, which from reading this forum seems to be often.
Anyway just my opinion and good luck.