I've got more sympathy than anything else. I'm learning parenting-by-proxy, with siblings 18 and 20 years younger than me, respectively. Mostly, we've told them about being private and careful. And that when someone tells them to keep a secret from the whole family it's usually a secret they need to tell.
The only thing I could think of when you said your son was sad about people not being nice to him is that it might be better to emphasize who is nice rather than who isn't. Once you can remind him that mommy, daddy, grandma, grandpa, anyone else you trust, the doctor, the teacher etc are nice to him and take care of him, he probably won't be so sad about the people he doesn't know. Does that help at all?