Have you asked him what he thinks will help? it might help you work out what is happening (if it is anxiety driven)
He wants medicine, or to see a doctor. But we've taken him to two different doctors, both of them said nothing is wrong, its attention driven, and one mentioned migraines.

Which is funny - because I'm a migraine sufferer......

I just read through your thread Astrid, how is your DD1 now? It seems like the same sort of thing here I can definitely see how he would link the "I don't want to play that game" as being "I don't want to be friends with you".

LMS - I don't think he is being bullied, the kids do seem genuinely excited when they see him turn up every morning, and when he was in daycare last year, he used to be mobbed by the girls when he arrived - we used to call him the rock star.. LOL