Once you have second or third children the oldest child suddenly appears SO big in comparison.
4.5 is really very, very little. He also has a speech delay. His behaviour is him communicating with you, the only way he knows how.
You say you don't understand why he would feel upset by you having a baby when he was 2.5. I really think that you need to see from his perspective.
At 2.5 you were the centre of his world. His safe place, his everything. Then one day you disappeared, for days. He was too young to understand where or why. All he knew was his safe place, his world had left him.
When you did come back you brought a baby with you. A baby that was now the centre of your world, who had taken his place, took up all your time. A baby had taken his place, taken his mummy from him.
He was hurt, confused, upset and angry...and FAR too young to understand why. He was only old enough to react. Except you were busy with the baby. You were tired. You no longer had the time for him that you'd had for his whole life. Now it was, "Ssh, DD is sleeping." "Just wait." You were cuddling his sister so he didn't get as many cuddles, you were feeding her so he didn't get as much attention.
Our adult minds understand that a baby can be a lot of work, but his two year old mind saw this baby take his place.
Then it happened again.
Your little, little boy is hurting. He lost your focus to two babies and he's discovered thay the easiest way to get your attention is to be naughty. He targets his sister because in his four year old brain it's her fault.
Shutting him out of the room you are in with dds has added to this. It sends the message that they are more important.
Being at nursery whilst they are at home with you does the same. What message do you think increasing his nursery hours will send?
My heart is sore for him.