Welcome! Yes, the Jenday, Sun, and Patagonian conures are quite loud! I have only personally owned green cheeks, who are supposed to be the "quiet conures", but I'm starting to believe there is no such thing as my guy screams quite a lot. So don't think your Jenday is abnormal, they all pretty much scream when they want something, so when you get home he's really excited and wants out of his cage...Can I ask, where do you keep his cage? From the way you described that you "go get him out" it sounds like you have him in a room away from the main living room of your house. My first suggestion would be to move his cage to the main, most active room of your house, where there are usually people. This does a few things, it will allow him to always see what's going on and always be with people, so that you coming home and him getting to see you or other people will not be as huge a deal as it is now, and I guarantee a lot of the screaming will stop. It will also help tremendously to socialize him, which will probably help the nipping and his problem with not playing alone but rather always needing attention. If he's in the main, active room of the house where the people usually are then seeing people will become less of a huge deal and he will stop needing to see where everyone is and craving so much attention. So he will start playing with his toys on his own and stop being so needy, so to speak. It will definitely lessen the screaming for attention. Right now he feels like he is secluded from the rest of the house, he feels left out, he can't see what's going on, and this is why he's screaming for attention, and not entertaining himself. Once he's in the main room with people just around him constantly he will do his own thing. I would at least try it for a month, move his cage to your living room or TV room, wherever people spend most of their time. You can always cover his cage at bed time and continue watching TV or talking, as soon as they are covered they go to sleep and you generally won't bother him.
I would also make sure he has a ton of toys and that most of them are different foraging toys he can chew on, rip apart, and search for treats in. They need a job to do to keep busy or they get very bored very easily and then they scream. Also, the more he chews and rips apart toys the less he'll chew on other things and people. Petco sells this stuff that looks like a multicolored paper rope. It's on the wall with the bird toys and you get a pretty large roll of it cheaply. You can string it all around his cage, through the bars, and he'll spend hours just trying to get it out of his cage bars. My Senegal parrot is a chewer and he absolutely loves this stuff. Also a cardboard box filled with different kinds of paper crumpled up, pieces of cardboard, any bird safe material that you can fill the box up with that he can shred works awesomely! You hide his favorite treats throughout the box, inside the crumpled pieces of paper, and put the box at the bottom of his cage. He'll spend hours ripping the balls of paper apart looking for the treats!
It seems as though he's acting like a pretty typical conure, he needs more contact with people, out of cage time is great, but just having his little house where the people are will set him at ease. His tail is pretty typical of an active parrot, my Quaker's tail feathers look similar, my Cockatiel's tail is awful from bad landings, and my green cheek conure's tail is the same from the Quaker preening it for him. Your jenday's tail looks like he may be chewing on it a bit in that area that's curled a bit. Again I think that's from him being a bit stressed from being segregated from where his people are, and from not being entertained/having enough to entertain him. This should also improve by moving his cage into the main room of your house and giving him more toys that are stimulating to him. If he's bored and frustrated because he can't see you or isn't with everyone he will start to chew feathers and overpreen.
You are doing the right thing by not giving him what he wants when he's screaming, you never want to go to him when he is screaming, only when he stops. If you have him out and he's on your hand and he nips you, just quietly put him down immediately. You can say "Ouch" and then put him down, that way he will associate "ouch" with him biting people and then ignoring him. You just have to stick to not giving in to him when he's screaming because he wants you, and by ignoring him every time he nips. Just say "ouch", put him down, and walk away out of the room for 5 minutes. Don't put him back in his cage as you don't want him to think of his cage as punishment, just walk away or sit on the other side of the room for 5 minutes, then try again. If he nips again then do the same thing...he'll get it. Once again though, I guarantee if you move his cage to your main room the nipping will lessen too.
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