My 9 year old just doesn't listen.

I HATE how much my 9 year old just doesn't think. He doesn't listen. I can tell him the same thing multiple times a day EVERY DAY and he just responds with "you never said that" "or "I didn't know" or "yeah I just didn't want to". Like what the hell? Tonight I told him not to get in the pool because it was getting dark and we needed to get ready for bed. What does he do? Get in WITH ALL HIS CLOTHES ON. I go inside to get him a towel. He dries off. We go up the stairs and he stops in front of the door. I said "go on in" he said "oh I didn't know it was unlocked" seriously? "You JUST watched me go in and grab you a towel." "Oh I didn't know" what??? I told him to grab a clean towel from the closet, to go get in the shower and to not play because his brother needs a bath too. After a few minutes, I hear all this banging and things dropping and falling and water sloshing around with the shower on. I start yelling his name and banging on the door and no response. I'm trying to break in the bathroom because he isn't responding still I'm banging on the door and yelling like a crazy person. Finally the water stops and he goes "WHAT?!" I flip out. "I told you not to play! What the heck were you doing?! How did you not hear me banging on the door and yelling your name?!" He said "I wasn't playing. The plug in the tub was down and I was trying to wash off with cups of water. I didn't hear you til the water was off" this makes no sense. He's clearly lying. The bathroom is small. He had stopped up the tub on purpose Bc he was playing I heard him moving around all loud in the tub. Why did he need a cup to wash off with when the SHOWER WAS ON. He gets out the tub and says "I need a towel." THAT WAS THE FIRST THING I TOLD HIM TO GET. He said "you never said get a towel" I want to pull my hair out. It's stuff similar to this EVERY SINGLE DAY. I take away his toys when he acts up. I take away priveleges. I do reward him when he acts right and listens but he's more bad than good. His teacher even has the same issues. She has even said "he acts like he doesn't know how to think. He tested two grade levels above his own but pretends to not understand or like I haven't told him what to do". We talked to a doctor years ago Bc we thought maybe he was autistic but he isn't. I'm thinking of taking him to a different child psychologist. I'm pretty sure he has ADHD. I just don't understand this behavior. He battles with EVERYONE so it isn't just me... I cry daily because of him. It stresses me out so bad and I'm 6 months along in a high risk pregnancy. I just don't know what to do. I've debated sending him to stay with my mother for the summer until I'm induced around 34 weeks. What would you do?? I'm seriously feeling like a bad mother like I have completely failed him. I know he's just a kid and he's just 9 but I have never in my life dealt with a child like this and I have a big family and have worked with all different kinds of kids as a babysitter and a teacher's aide. Please help me.