I so understand your anxiety over your son branching out and having difficulties living on his own and trying to fulfill the requirements for this training program. As much as it is an anxiety ridden situation for your son, it is JUST AS DIFFICULT for you. I am currently going through the same feelings, and my son is only 13!
When you can, make sure that you and your wife can find relaxation time. You have to have a chance to see a movie, laugh, have dinner, go on vacation (when you can) so that you don't burn out emotionally because of anxiety while your son goes through the training process. Kudos to him for wanting to leave home! That is to be admired. Rough on parents though -- you get to worry long distance!