Holy cow the screaming!

Ok I need some help. DS1 was so easy, but DS2 can be a butt head! I know a lot of it is frustration because he can't say what it is he wants, but it's hell when we are trying to figure it out. DS2 will show us what he wants by grabbing hands and pulling, leading you to where he wants to go. If he's hungry, he pulls out his chair. If he's thirsty, he tries to open the fridge. If he needs a diaper change, he smacks himself in the diaper etc... But when we can't figure it out, or he wants to eat more cookies after we said no more or whatever, it's hellacious!! He grabs and pinches and screams and cries. He's persistent so we can't just let him get over it because it will continue. We don't give in, we just keep re-directing until something stops the madness but most days it's just me and I'm tired and exhausted and at my wits end trying to figure out an easier way. I want LO to learn that he doesn't always get what he wants, but I also know he just doesn't understand that either.