Welcome Mom0405! I don't know a lot about overexitabilities and sensitivities, but I know they are common in GT kids. I also know allergies are fairly common in GT kids, but there's no real cause and effect. (My DS5 has dairy and seasonal allergies.)
As for not performing on cue, that is probably more a personality-based issue, although there are PLENTY of wilful GT kids! Did you learn anything from the child neuro?
Your son certainly sounds GT, and the apple usually doesn't fall that far from the tree, so he could be HG. The preschool sounds like a bad fit. I wouldn't want any child, GT or not, with a teacher that doesn't explain things and says the other kids are fine with being yelled at. If you can, i'd get out of there and try to find a more child-friendly place, where your child can be curious and be supported in his curiosity.
I would recommend reading Deborah Ruf's book Losing Our Minds. It has a great description of kids who have different levels of giftedness. You can find her book and some articles on her website:
Ruf website/articles Anyone else have a good recommendation re: OE's and sensitivities?
hope this helps.
