I'll be really direct. I can't understand why he is not already in therapy and I think it is a major mistake to continue in this situation.
It sounds like he struggles on a daily basis with anxiety and feelings of negativity and low self esteem. Therapy isn't a magic wand that makes everything in life blissful and perfect or fair. That isn't the point. Therapy is also not just for people with no hope. The point is that all people need to find productive and healthy ways to cope with life and to manage their emotions. This is especially true for people who are wired to be more sensitive or who have a greater share of life burdens. Failure to learn how to cope with emotions in this period of his life radically increases the risk that as an adult he will be severely depressed and not be able to live a functional life. You don't have control over what kind of feet he was born with (or whatever) but you absolutely do have control over whether or not you get him the help he needs to cope with his differences.
The fact that he/you would generalize from physical therapy not solving his problems to discounting the possibility of any type of therapy helping him would be an example of the exact kind of thinking errors that cognitive behavioral therapy seeks to identify and address.
