Sometimes we go through some really tough times and different tribulations before we find the right thing that works for us. You have given us lots of examples of things you have tried in the past, but we just need to find out what works for your son. When you went to see a counselor, what types of suggestions did they make? From what you described, you use negative consequences. Negative consequences are utilized to make a certain behavior decrease. This doesn't seem to be working on its own, and I'm sure it's only left you feeling more frustrated. In order to see change, you need to change the way that you are approaching this topic.
When it comes to consequences, there are negative and positive consequences. Unlike negative consequences, a positive consequence will increase the chance of a behavior happening. If you haven't tried so, we encourage you to switch focus and start to reward good behavior. To a child, any attention is better than no attention at all. If your son is making the connection that he gets attention from you only when he's bad, he’s likely to continue such behavior.
Examples of positive consequences could include story time with you, special projects that you two work on together, picking what is made for dinner, getting to play a favorite game or being in charge of selecting the movie for a family night. Start with small goals that give him more immediate reinforcement. If he has a good day, he receives a sticker. At the end of the week if he has the predetermined number of stickers agreed upon, he’ll be rewarded with something he wants. We want to avoid being redundant because we certainly don't want to increase your frustration with things you have already tried. Let us know how it goes.