Hello,
It is good that your son understands well and talks with you. It sounds like you are only concerned about his articulation. I don't usually hear children using the "th" sound in place of f, k, and g. Children often use f for th, t for k, and d for g. Are you able to work with a speech-language pathologist even for a few sessions? If not, see if your son can imitate any of his error sounds correctly as single sounds. If there is one that is correct, then try to ease that correct production into a syllable or even a "made up" word before trying to help him say it in a real word, By "ease" it, I mean, make it last a little longer than usual and then gently add the vowel. For the f sound, you can just make is longer as in, "ffffour." For the k, you can let some extra air out (make sure to say 't' with airflow after it rather than voicing a vowel after it as 'tuh' which many people do.)
Once he masters one sound in many words, then you can try another. I wouldn't do more than one at a time so as not to confuse or overwhelm him.
Good luck!
Mary Lou B. Johnson, M.S.,CCC-SLP
http://www.helpyourchildspeak.com