M.P.
As Shira P said you cannot make him anything. You can be with him, build his confidence by supporting him in all the ways he needs to be supported. I suspect that you're pushing him away in an effort to make him more independent when in reality you need to pull him towards you so that he can feel the security of doing things with you there for him.
He's not ready to take an independent drawing class. He still needs to do new things with you by his side. He's scared. I suggest you try to find out why he's scared. It's possible that unwittingly you're adding to his fear by trying to force him to do things he's not yet ready to do. He needs to know that you will be by his side as long as he needs you to be there. Once he experiences success with you beside him he'll have more confidence and be willing, on his time table, to take a small step towards doing something on his own. Perhaps, as he told you, be in the room but not beside him when he's taking a class or going to the park.
But not yet. Stick to his side until he says he's willing and then is able to take the next step.
Continue to talk with his teacher about ways you can support and encourage him.
There is a book titled, How To Raise a Confident ???? Child. Don't know the author but you might be able to find it in the library or another one like it that can give you ideas.