Maybe keep a log. Record at certain times of the day or maybe one time one day, another time the next day. Keep track of what he is doing, what's being asked and said, etc. The response to requests.
Sometimes, it does indicate a developmental delay, sometimes not.
Your doing the right things as far as how to help him (imho). Just keep giving him directions and showing him if he needs reminders. Keep the log. After a few months if it looks suspicious of something more, then maybe talk with his parents. (I say that lightly). I have found that talking with parents helps alert them, but that's about all. By the time they reach pre-k to Kindergarten it's more obvious and they may have other teachers letting them know something is going on. After a few different people alert them, then I find there's more action. BUT sometimes parent's take action sooner
Thanks for being such a caring and great provider for him!!