To be honest, it all sounds perfectly normal to me. They want to do what they want to do, and can be remarkably stubborn. They need to learn that you are the boss and what you say is what goes. If he bites or gets aggressive in any way he needs to be immediately put back into his cage, in a time out by himself. Even if that means closing up the door to his cage right away, and no play time for a while. They are capable of learning, and have very good memories, and do not respond well at all to negative reinforcement. They are talkers and respond to vocal cues, so talk to him a lot, even when you're not actively looking to interact or play with him, talk to him when you're in the room. When you can get regular yahoos out of them just for walking in the room, you know you're on the right track with becoming a prairie dog yourself.
Of course he's always going to want out - if you were in a cage, you'd probably always want out too. The key is to give him plenty to do. Tubes and boxes to hide in, or chew up. Deep substrate to dig in. Lots of timothy hay to chew on, and nest with. A big wheel to run on to get some of that energy out. Try a few different kinds of toys - always keeping in mind that anything that goes in their cage will be chewed up. And vary them up often. If you consider how active prairie dogs are in the wild; when not sleeping, they are constantly digging, foraging, arranging the area around their burrows, and being vigilant for other members of their community. If he's stuck in the same cage, with the same stuff day after day he simply has no purpose within the group and frustrated boredom can lead to lashing out. Plus, if he actually is only four months old, he's still very young so doesn't really have a set place in your "prairie dog town" yet. He doesn't have a purpose and needs some place to direct his energy that isn't solely into trying to get away.
Play periods should be kept short and contained. By contained, I mean just on the bed/couch, or just in a closed off area where he's never far out out of your reach. Maybe not even out of your arms. Once they're out and on their own, they want to stay that way, and can easily get overstimulated and edgy - and you reaching to grab them is naturally going to provoke a fear response as if you are a predator. You can expand his exploration area once he's learned to behave when only near you. Eventually you can get to the point where they'll come back to you when called, but it's all about patience and persistence and not letting him be the boss. If he acts up, put him right back in his cage. I've actually had one of my prairie dogs accidentally get out of her cage when I wasn't home, and when I finally did get home she was sitting on the bed where we always play, waiting for me.
That all being said, if he actually is a boy, I'd consider getting him neutered. Once he reaches maturity, every year during rut there will be a period where his personality will change and he will basically not want anything to do with you, or it can result in mood swings where he'll seem normal at first, but then suddenly get aggressive. The time period can vary a lot, from a couple weeks to sometimes 2-3 months. Neutering can help mitigate those symptoms. Females generally don't get the same symptoms, but sometimes they can. I've kept six prairie dogs over the years, 3 males and 3 females. The only time I've ever been bitten was by an un-neutered mature male in rut. It just takes some practice to learn their normal behavior and get to the point where you know how they're going to react - and when is best to just leave them be, or only interact with them through the cage.
I'm sure there's plenty I'm not even thinking about, but there is a ton of information online, even on this forum itself, about prairie dog behavior and ideas for enrichment. Google is your friend.