Thank You so much for your help with this information.
Your son has plenty of company in fearing loud noises, especially fire alarms. Mifht he have some sound sensitivity or other sensory integration problem? Yes, he might, but based on the example of the fire alarm alone I would not conclude that he does. Relative to his difficulty with transitions, you can expect that this will improve over time as he adapts to the setting. He's only three, and it sounds like he derives a lot of support from the structure of his routine. That's a good thing. Apart from common-sense reassurance, I don't think you need to do anything in particular.