I just remembered today about the electronic brain box (google) which has snap together connectors to make circuits. My DS spent hours and hours playing with it making circuits from the book or of his own design.

Also, do you have a local toy library? They will often have an educational section with thinking games etc that can be good.

My DS sounds similar to your in the stubborn stakes. I have been accused of hothousing a time or two because he is reading so early, but there is absolutely no way that you could teach anything to that kid if he didn't want to know it, just like you can't stop him if there is something he wants to learn.