My DD6 was and is very sensitive and fearful. When she was your sons age she would have night terrors which were bad because she was not even awake. The night terrors were just a phase but the fearful personality was not.
When she was that age I did'nt let her sleep in my room at night. If she woke up afraid, I would lay in a sleeping bag on her floor. Someone gave me this advice and said if the problem happens every night, to move the sleeping bag further away from her bed each night. It was not every night with us, so I did not try this trick.
Now she is now almost 7, and will still wake up afraid once every few weeks. I usually just let her crash on my floor.
Sometimes when she is overly tired she can have a hard time getting to sleep for fear of the "moving shadows" and the spiders she swears are there. On those nights I spray lylsol in her room and tell her that it will kill any hiding spiders. hehe
The good part about having a sensitive kid is that diciplining our DD only consists of a dirty look.
As for the picky eating and freaking out over little things.. This is a normal phase for almost every 2-3 year old. It is usually more about control than anything else, but some kids really are texture sensitive.
I also have a DS who is almost 3. He is more stubborn than sensitive but he runs me ragged as well!
Please keep posting! There are many of us here dealing with the pressures of the terrible 2-3's and this is agreat outlet.