D.B.
Three things stand out here:
1) He rages and, at 6, puts holes in walls. You've tried a whole bunch of strategies.
2) You're trying to reason with a 4-5-6 year old explaining why something is wrong. In what child psychology book did you learn that very young children understand the difference between right and wrong and already have a fully formed moral code?
3) At 6, he's had multiple therapists and you say "he gets worse with their suggestions."
You don't have the right therapists, or you are trying WAY too many strategies, or you are implementing them improperly, perhaps expecting immediate results in maybe a few weeks or a month. It doesn't work, so you change course, try something else, and you wind up with an enraged and confused 6 year old. Is it possible you are ignoring the fact that things always get worse when you change the discipline and the rules? It takes a while.
I think you either need a new therapist you can trust and work with (that means FAMILY THERAPY and not just making the child go through it) and perhaps a full work-up to see if there's a medical diagnosis and/or a psychological diagnosis.
Your problem is not that he might be kicked out of school. Your problem is that you think that's the top issue, and not that he's violent. Get serious about this and demand a team approach to his treatment - medical, psychological, social, behavioral.