If you had a squirrel dog like my 13 week old mountain cur, you'd be in luck to have him rangin' out so early. However, he is still such a pup. My 13 week cur doesn't come just like he's supposed to yet, either, but I'm not worried, yet. He'll get it soon. I'd say let him be a pup for another two weeks before really getting after it. Sit, down, and come are good for this age, but something like staying heeled is still a little tough for a pup, and even then they go through phases.
Your best bet is to teach the come command hard core right now, and never, NEVER compromise, even if you have to catch him and walk him back to where you were, especially for a bird dog. I've heard to be really careful with those shock collars, as they can ruin a dog with overuse. If you try it, wait til he's bigger than he is now. But then, when he doesn't come give a light stimulation and hold it until he makes a motion toward you, then let off. If he turns away again, light 'em back up.
I still say teach the come command with something like a choke or prong collar. Call his name and give a light pop. When he gets to you give a reward here and there, not every time. He'll get it, labs are good learners. Good luck. But also, labs can be pups a little longer than some other dogs, I've heard, so patience, patience, patience. Let us know how it goes.