Well, with the waking early thing -he may be going through a growth spurt or some phase. This just happens with kids and it's horrible for parents who need more sleep, but it comes with the territory! Go to bed earlier while he's doing it. Usually the child goes back to a more manageable pattern before too long. Look at why he's getting up so early. Is he fully potty trained or is he wetting or pooping and that's waking him up? I have great sleepers for the most part (although we have gone through these phases), but the minute someone poops in his diaper OR it becomes too wet -we're up! Does he complain of being hungry when he wakes up or is there a train or something that comes through at that time?
I have a son who is 4.5 and he's what I would call "highly sensitive." I've not had him evaluated yet (not sure if we will or not) for actual sensory processing disorder, but you may want to look into it if this is such an overwhelming problem it never resolves. With my son, it's just a matter of being very "aware." We know that certain situations are likely to cause meltdowns and there are some things we would LOVE to expose him to right now, but they're going to have to wait (large scale theatrical productions, fireworks, 3D movies). He freaks out about certain things I would define as "nit-picky" but that's just him. Quite honestly he often acts like portrayals you see or read about kids with Asperger's or Autism, but we've been to a psychologist and he's definitely not either. He also is very affectionate, social, looks you in the eye, etc. BUT he freaks out over getting dressed and undressed (and I mean melt down crazy) and loud noises -or even slightly above normal noises send him into fits (and we've had his hearing checked). It takes special handling to make it through holidays and special occasions -but it is possible as long as we realize queues and don't over-stimulate him too much.
At your son's age, they do things like stopping to look at seeds and dawdling about. They really don't have a hard concept of "time" and the need to be places at certain times. This has driven me nuts, but again -it's just part of having toddlers and small children. You should tell him that he's going to have to ride in the stroller if he can't peddle and keep up with you without stopping. OR tell him after the way he acted today, he has to ride in the stroller for a week. Remind him that when he's allowed back on his toy, he can't stop and has to keep pace with you or you'll have to use the stroller. Tell him you have to be there at a certain time, and he can ride his bike later when you're not pressed for time. OR -while he's getting up so early, leave for the car much earlier and let him take his time. As far as the hat, coat -whatever it is or will be -I let my kids learn that lesson on their own. My oldest went through the "no coat/no hat" stage around age 3. Even though it's much warmer in Atlanta than Chicago, it DOES get cold here, and there were some mornings in the 20s and 30s when he refused. I took the items with us and told him, "Fine -it's very cold, and you're going to get very cold in a hurry, but if you want to be cold, that's your choice." It usually takes about 5 minutes before they want it all on! So, get more rest -get up with him -pay attention to his queues -and if nothing changes with him soon -it's okay to take him to a child psychologist and talk some things out to see what solutions you can find.
***OH -and the suggestion for the book, "Raising Your Spirited Child" is great! We've also used that book, and it's very helpful!