I made sure my kids had space that was still just theirs, which was their bedrooms (only used for napping, and off limits to dck otherwise). They get to keep special things or things that they don't want to share in there. Sometimes they bring toys or books out, and if they do, they are expected to allow everyone to play.
I try during the day to spend some one-on-one time, even for a few minutes with my daughter (my boys are older, so not such a hard adjustment). Maybe put the other kids down for a nap, read a story and snuggle, and then he can go for his nap? Or make it a point to do something with him immediately after the daycare kids are gone. Sometimes that means dinner waits a little longer, but I think it's worth it.
I agree that he may not like it, but he will have to learn to deal. We choose to do this business because we think it's best for our family, he just won't quite that yet. Just keep that in mind on any rough days.
Best of luck!!