Deadbolt chain at the top of the doors maybe - one of the metal ones?

For the windows maybe spend the cash you would've spent on the fence on secure mesh covers in place of the normal flywire. That way you can still open the windows for air but the little beggar can't climb through them.

I'm not sure about the yard fencing, but I don't think the electric fence is the right answer. Not just because of the less than pleasant connotations but also because longterm it's not going to solve the problem. Teaching your son to stay where it's safe and not go off exploring the yards without company is going to ultimately serve to ease the need to turn your house into an escapeproof bunker.

All the best hun and hope you get a break soon