Personally I feel that instead of being ashamed of him you as his mother need to nurture him and love him. He is only five and looks up to you. If you are stricts as you say you are then more than likely that is why he is being bullied by the elder girls for, you do it to him and he thinks that it the way it is suppost to be.
Try to sit down and talk to him about what is really bothering him and allow him to open up to you, don't get frustrated just take your time.
If you are telling him you are ashamed of his behavior then that is not helping at all. If you are pushing him too hard it can make him feel like he is not good enough. Please don't think I'm attacking you. Your son has low self esteam and you need to find ways to build that back up. Find something he is good at, and involve other kids with it. Something he can teach them. If he is good at sports put him on a team. But do not push him anymore. He will come around in his own time. Just focus on all the good and positives. And when he is having trouble with something, compliment him for his efforts. And take anyone who is being negative towards him, like those girls out of his life. Tell him not to play with them anymore.