Welcome to the forums,
@Blubudgie, but I'm sorry your little one is having some difficulties
Your little guy will probably find that feather pretty aggravating but as long as it's not actively bleeding he should be ok. You'll need to keep a VERY close eye on it though in case it does start up again, which it may do if he picks at it, but with any luck the blood may have clotted already in the shaft. The first few wing feathers are attached in the wing very firmly and can be painful if pulled out, but you would need to do that in an emergency if it was bleeding uncontrollably - I've had to do it once or twice myself. If you're concerned you can have an avian vet remove the feather for you, it would be important to make sure it's all removed with no trace of any broken shaft left in the follicle as that could be problematic too. Just in case you're not familiar with avian vets in your location, the following list may help you find one ...
After a suggestion by a member, @Abu Colo, the Mod Team decided to create a list of veterinarians around the world who see birds. This was something we had discussed a few years ago, but the task seemed so large that we didn't get very far. However, the need is there and we decided that the time was right to get it done.
Not all the vets listed are CAVs, but all treat birds from what we could determine.
To find out if a vet is a CAV, you can search the websites of the ones in your area.
We started working...
I wish you all the very best of luck and hope your baby will be ok!!