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Parenting...it is a challenge.
I am the same age as you and have three children, exactly the same order as you, although they are younger. I couldn't resist this question as it seemed to match so well to my own background as a parent and as a developmental therapist.
Youngest children are often very different than their siblings and there is a huge developmental range and fluctuation of character. Some are, like your son, very introverted and shy, almost sanguine.
I suspect that you feel that something might be wrong with him, perhaps a mood based issue or depression. That is a remote possibility; however, I believe from what you are describing that this is a normal developmental process involving an introverted child. In children, depression is often marked by irritability. I am not seeing that trait here.
Teen boys develop very slowly and quite differently than their female counterparts. For a girl, 14 is mature and 17 is almost adult in 85-90% of the cases. For a boy, brain maturity wise at 14 he is more like a ten year old girl. In time, near his 22nd year of life he will catch up. Many introverted boys at 14 are outgoing and dynamic men by 25.
You are doing an excellent job in providing self confidence exercises for him. Martial arts are a terrific tool for this. Remember, that it isn't his reaction that matters in the immediate but the development of maturity in his brain that is occurring behind the scenes. You are providing it but are not yet seeing the fruit of your efforts; you will.
The absolute best guidance here is that this will be a slow process. There isn't one outstanding thing that will change him, but rather a slow and steady exposure of opportunities to grow...too much forcing of expectations is harmful and you are being patient with him, which is excellent.
Truly I think you are doing well. He is simply cut from a different mold than his sisters. More than 8.3 million combinations of genetics took place when he was conceived. Some traits surfaced that are more subtle but you won't know fully with a boy until he is in his early 20's.
Again, you are doing well. It is the steadiness and variety of opportunities that will make the difference.
My best, Steve