One tip for the shops op, which I found really worked, is you explain when you leave the house that if he keeps mithering for things, you will leave the shop immediately. Then once again outside the shop, get down at his level and explain that if he constantly asks for things, you will both be leaving immediately. It's a right pita to have to follow through, especially in the supermarket, but once they know you mean business, they stop.
Same rule in the car. If they make a fuss and distract you from driving. Pull in at the next safe parking spot and sit there doing absolutely nothing until they behave.
Same tactic in cafés, even if you are half way through an ice cream. If the behaviour is not good, you leave straightaway.
And obviously cut down massively on the treats and presents.
I'm old fashioned, and frankly just old 😄, but personally for a five year old, I think a trip to the panto is more than enough of a treat for one day.
I'd be doing a Christmas market a week later.
And maybe a carousel ride then eating out a week after that.
And that gives him half a chance of behaving well.
Why cram potentially three weeks of treats in to one day? What's the rush? He is probably over-tired and over-stimulated. And it's hard on your pocket.
You can always add to the experiences at home in a calmer way by reading a book about a fairground or colouring in a helter skelter or just talking about a Christmas market and what to expect there, or making a gingerbread man in play doh or out of an Amazon package?
If you take it all at a slower pace, he can be rested and take in each experience fully in a more detailed way, and appreciate each one at a time.
And like pp said, start demonstrating gratitude yourself. Aren't we lucky to be in a clean, warm house, or to have hot food, or a comfy bed and lots of toys? Some people don't have a home and have to sleep outside. Some children don't get any toys for Christmas. He's old enough to grasp basic concepts like this.
And when he is a older, on his birthday, give him £10 and a calculator and help him choose presents within a budget.
Good luck.