Do you do work on the ground with him as well? It may be that if you can build up his confidence with you on the ground he'll be more confident with you under saddle.
Echoing what others have said; a horse who stops when he's worried is much better than one who runs off, and 4 is still very young - he may be big and strong but he won't have fully matured emotionally yet, so there's no harm in taking things at his pace. I would start with asking for only a few strides of trot at a time, with lots of praise when he's good, and build it up from there - a whole circle is quite an achievement!
I agree that video would be useful (and fun - we like pictures and videos
) as there may well be something we can see that your trainer may have missed.
(I know that with my now retired pony, who is by nature quite forward going, if I rode her in certain ways (which were only very subtley different to normal) she would become very sluggish, and on a couple of occasions just stopped dead and waited for me to start riding properly again. I could almost feel her tutting at me!)