For HFA, we have had luck with traditional ABA and speech therapy. The more the better. If you can't afford 40 hours a week, then it is worth the trouble to learn the approach yourself and keep working at home.
For the ADHD, we have only tried diet. We have had good luck with restricting sugar, gluten, and food dyes. He hasn't given up any of them, but each one is very low, and we have had good luck with it.
We also stepped up probiotics and omega 3's, and we have had pretty good luck with that. We add magnesium and zinc supplements when he has trouble sleeping.
For the sensory problems, we have had good luck with exercise, and with the weighted blanket. We go for long walks every day, and we have had the best luck on days when we walk more than a mile.
The weighted blanket improved his sleep dramatically. If we forget to put it on, he will find it and cover himself up.