When he is stalled, can he see the other horses? And is your round pen near other horses? Just wondering if this is a confinement issue, a heard sour issue or a four year old spoiled brat who has realized that he cannot be contained there for doesn't "have" to be.
I do see that you haven't had him long... eight or so weeks? Look at it from HIS point of view. A handful of weeks ago he was a care free baby who had always had momma there. He had no job (assuming, I may be wrong, just guessing from your posts here?) so his mind is probably very immature despite his physical age being four years old.
I would let him live outside 24/7 if he is fine there. Take baby steps in working with him. Don't just toss him in a cell and shut the door if he panics enough to tear doors down and hurt himself or others. Walk him into a stall and right back out. All the way back outside. Take a little walk then head back into the barn, into a stall and right back out of the stall, out of the barn and for a little walk. Depending on how bad he actually is and what he responds to use your judgement on how long this takes. If it takes him a week to stand comfortably in the stall next to you with the door open for even a minute, and this is progress from where he is currently at, then good! Plenty of pats and good boys. When he gets to the point of stalling without you there make sure that he has a clean cozy stall, fresh water, plenty of hay, a toy or two and maybe a buddy to see across the way or next door. Teach him to stay in for five minutes alone, then let him see that he gets to go right back outside! Then ten minutes, then twenty and so fourth. Even if it takes you months to get to this point, if he is making progress and understanding that he'll get to come back outside, then great!
As for the round pen personally, I would lounge him on a lounge line for five minutes (If he is comfortably with this as you indicate), free lounge him around for just one complete circle then grab him and put him on the line again. When you introduce something new that he isn't good at only ask for a tiny bit of it then go back to what he knows. Make it short and sweet! If that is all he can handle, baby steps! Maybe next week he can free lounge around the pen for two complete circles before you snap the line on again. Make your lessons short and to the point, his reward is moving on to something else, taking a walk or getting put back out to pasture all together. A couple of short lessons a day (15 minutes) goes a much longer ways than a three hour drill session ending in broken round pen panels and a sore frazzled horse.
For the head tossing, have you had his teeth checked? If not, that is a great place to start. If his teeth are fine and his bridle and bit fit properly teach him to flex and give to the pressure of the bit. Start by teaching this using a halter.
Again, remember he is most likely quite immature mentally and his life has changed a lot from being a care free baby with momma to being asked many new things. Maybe lounging on the lounge line is a good enough accomplishment for right now! Work him into free lounging over time, address some of the other things for now so that if he does injure himself he can stand calmly in a stall.
Lastly do not always use the "I never quit until he minds me" rule of thumb. Your beating a dead horse -so to speak- by doing the same.thing.three.hours.in.a.row. Your frustrated, he's confused and no one gets anywhere. Try switching what you are asking. If lounging isn't going well today just take a walk with a saddle on his back. Ask him to flex. Go back to walking in and out of the stall. Redirect your plan. He isn't "winning" you've just changed your plan for today. Change BEFORE you get frustrated and he gets worked up. ALWAYS go back to something he knows and can be told "good boy" for :) Treats help to.