You'd be surprised at what they know!!! Mia was a year and 10 months when I had my miscarriage and she just knew. Told me that there's no more baby in my tummy and my tummy is empty now
Then she was two years one month when I fell preg with Hannah and she knew it aswell. In fact I was only 8 weeks along when she started talking to
her sister and yes, she knew even at 8 weeks that it was her sister (we only found out at 14 weeks, so she just knew)!!!
Have you included him in the pregnancy i.e. taking him to the scans,etc?
Anyway, about school, Mia's been going to school since she was 4 months old and there are still some days where she cries like a banshee when I have to leave. I think it just comes with the territory. Explain that you will come fetch him later and he must tell the teacher about what he did the night before or that morning and that the teacher really wants him to be happy for her and so do you.
Maybe ask him about his friends and what he did, etc, maybe there's a kid who gives him a hard time or maybe the teacher has to moan at him because he's still a bit new there and not totally familiar with the setup and routines, etc.? all this can make him upset.