L.U.
He's letting you know he's not ready. Listen! Neither one of my kids went to preschool until they the year before they went to kindergarten. That means they were both 5! They loved it.
Your poor son...can you imagine crying for 2 hours straight five times! he must have had a huge headache.
Just tell your nanny that you want him involved in play groups, library times, find some friends that are his age and socialize. When he is a year or two older he may be more ready.
GL
L.