Agree with Everyone that you need to take the attention off this one. Apart from the attention-seeking aspect, it is also quite scary for a 4yo to feel he has the power to cause that much upset in the family.
Your language is very dramatic for somebody whose 4yo is simply being a little bit naughty. Or to put it another way, having to work fairly hard to channel naughty behaviour is the price you have to pay for having a child in the first place: it's a job you've taken on. Blaming relatives, unless absolutely abusive, is going to be counterproductive.
You probably won't be able to get away without the occasional dramatic moment, but if you can cut down on them so they don't become his normal, you will have gained something. Brisk, cheerful, no-nonsense works well with this age group.
So he is in a shop and wants to run around and climb on things. Don't talk lots to him about how he has to behave, just briskly take him by the hand and lead him where he needs to go. If you can manage to talk cheerfully about other things, that will be a gain.
He won't put his coat on, so you go out anyway, but calmly and without rancour. He moans for it, so you give it to him with a gentle "next time you might want to put it on before you go out".
If relatives ask you to cut down on telling him off, you might want to ask yourself if every get-together is spoilt by your tellings-off.
I used to spend every holiday with extended family and after a while my mother banned me from eating at the same table as my youngest, as my anxiety about him not behaving translated into constant nagging which ruined everybody's mealtimes, from grandparents to youngest cousins. I moved into the other room, peace descended- and his behaviour improved dramatically.