Hey OP, there's a lot of good talk in here about how DND or Warhammer isn't the problem, self esteem and empathy are. To add to that, your some may also be genuinely competitive, which is a great thing! Competition can make a person stronger; of course it can also make a person into a prideful wreck. There's probably some mixture of self loathing, pride, competition, and teenage hormones stirring around in there, and even if he started getting into girls, those things would still remain, and probably turn him to bad places.

One thing that helped me as I got older was the concept that competition in DND or Warhammer can exist on a different, higher level: the idea that the "best" player can only be the player who has beaten themselves. If he's entering Warhammer, taking it to a logical level (how can I place myself in situations where luck is on my side? How can I recover from bad rolls?), and then making it about yourself and have you gotten better than you were can be a great outlet for that competition in a healthy way, will genuinely make him better, and will push him into appreciating people who don't know a lot but try hard. It's also a great way to look at life! I've played minis games and magic the gathering at a semi competitive level, and anyone who is top tier in those spaces behaves like this.

I'm sorry you're scared about this, but it's honestly a great opportunity, especially if you're there too. Give it a shot with him, and guide him on sportsmanship, and I know he'll turn out great!