You were spoiled by having two "easy" children. Then you got a third to drive you nuts. Welcome to motherhood. The same thing happened to me. Eventually my "difficult' child turned out to be a real winner - funny, adventurous, and very clever - but a trial to me (and her teachers) in her early years.
It's clear your son's behavior is very difficult. But all you can do, really, is manage it in a sysematic way. Perhaps you already are. But I want to suggest that you rely on the approach detailed in Lynn Clark's book SOS Help for Parents (see www.sosprograms.com). Re: his wandering outside by unlocking the door, you'll have to devise a more secure locking system because this behavior poses too great a risk of harm if he is able to leave the house. It goes without saying that very careful supervision is a must - i.e., 'eyeball' supervision at all times.