My son attended a private preschool at an outstandling private school (with a K-6 school attached), and there were no expectations at 3.5/newly 4 that children would be able to do flawlessly all of the things you are worried about. I say this in the best possible way, but please don't get worked up about "skills" in an almost 4 year old.
Preschool is there to help them get ready for big kid school.
And if the school or other parents there make you feel as if your son is dramatically behind, that might be a sign that it's not the kind of environment you want for your son.
Hope he has a wonderful preschool experience. My son (who is starting kindergarten this week) had an amazing time in preschool and learned so much in a fun, nurturing way!
PS: Since it's a private school, will your son be starting kindergarten in 2015? I know that many private schools in NSW have an earlier cut off for kindergarten (April 30th) than state schools. That is, a child born in May 2009 would not be able to start kindergarten at our school until 2015; whereas the state schools in NSW would allow that child to start in 2014, if the parents chose for him/her to do so.