Slightly OT but I'd find a different psychologist.
I'd try to find the root of your DS's issues before passing it off as a bid for attention.
My DS, was 6 when he started saying that he wanted to kill himself, that he'd be better off dead, etc.
Turns out a bully at school and on the bus was calling him names (stupid, silly stuff) but when DS threatened to tell the boy said that then everyone would hate him (DS) and he might as well just kill himself and make everyone happy.
This went on for almost two months.
Once it all came out he stopped saying it and gradually regained some confidence and security. (with much work on all our parts and an awesome Tae Kwon Do instructor/class)
However he's still a child who struggles in school, with self esteem and has few friends, so is a target for some kids.
Just thought I'd share that and hopefully didn't offend you as that isn't my intention at all.
As for DYFS, I wouldn't worry too much, there are always going to be people who hear things from children and take them out of context.
This person probably over heard "I got to stay home by myself Sunday night" and promptly stopped listening, only focusing on his/her beliefs or fears, and called.
What about calling them back and explaining what's going on with your DS. They might just know of some programs/workshops/activities in the community that might boost his confidence, help him cope with his emotions, etc ?