Everything you are doing already, that you have listed above, are excellent and while there are a few more things you can do, there isn't too much before you take it up the chain. Somethings that are worth doing:
Having Agile trainings. Studies show that the better a team is versed in agile, the more they will embrace it and the better a team they become.
Partner with your lead developer in solving this problem. Sometimes, when a scrum master cannot seem to get through to junior dev, the lead developer can. Working with your lead dev on developing a team culture that is open to estimation.
Unfortunately, if neither of these things work you may need to address their behavior with their managers or with HR. Personally, if I had a team member that threw a tantrum, I would not let it go. Not only is it unprofessional, but it sets a bad example for the team and if you let him get away with it he will learn that it is an acceptable and effective way to get out of estimating.
That is a last resort thothough!
HTH.
