I obviously don't know anything about your son, but I can tell you what happened with my daughter.
She was having similar reactions as your son to Sunday School and Awana last fall (when she'd just turned 4). Every morning she'd ask if today was the day she "had to" go to church.
My wife and I had been missing our own adult Sunday School class on alternating Sundays because one of us would sit with our daughter in her class, trying to get her calm and engaged enough so we could slip out. My daughter had developed a very good relationship with one of the teachers, but still, she was totally stressed out.
Finally, I had a thought. I sat down and talked to her during the week, at home, when she wasn't totally freaked out about church. I asked her what she thought, what the problem was, what she was afraid of.
Turns out, the only thing she didn't like was when all the kids went to the same room for story time. They were all supposed to sit on the floor on one side of the room while someone read them a story, and all the teachers were sitting lined up against a side wall. My daughter did not like, at all, having to be in that mass crowd of kids. It was just overload for her.
I talked to her not only about what was causing her fears, but what SHE thought would help. And we talked about what I thought would help. We then talked to her favorite teacher about all of it.
Turns out, allowing her to sit on the teacher's lap during story time was all it took. She still stressed sometimes for a few weeks, but each time we talked to her and reminded her that she got to sit on teacher's lap.
I think you should have some casual conversations with your son about preschool and what happens there and listen closely to what he says. See if you can pick up any obvious stressers. Also, outright ask him what he likes and doesn't like. Could be some activity he doesn't like, or some child who he thinks is mean or is scared of.. who knows. If there is something, then talk to him and the school about ways to alleviate his concerns.
Love God; Love people.
Seek first to understand before you seek to be understood.
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