Finger-Traps! Thank you, I was trying to describe the type of "shredding/ripping/chewing" toys that are made out of the braided-cardboard or thick paper, and that usually also have a bunch of "bristles" on their end...Basically the first-row of bird toys at any Petco that are the cheapest ones, and that are sorted by size, like they have tiny ones for Budgies and Parrotlets for $2.99, then medium-sized ones for $5, then very large ones for $9, etc. "Finger-Traps" is a great way of describing them.
****The set-up that you have for him is absolutely amazing, but way too much for him right now...If he hadn't been a breeder-bird who was never exposed to any toys or activities, and was a bird that already loved playing and such, this set-up would be like us going to live in a palace! It's like DisneyWorld for birds! So you did good, and eventually he'll get to the point where he will just love and enjoy every bit of this. But right now he is so scared of everything that this probably put him into over-load and he is just so overwhelmed by all of the toys and activities that he is scared to death to try anything or go near anything at all. You have to keep in-mind that as a former breeder-bird, depending on who bred him and who originally purchased him, he most-likely went from a completely bare Brooder to a completely bare cage, and then right to a completely bare breeding-cage with the person who bought him to breed him, so he most-likely had never seen any of this stuff until you adopted him. Vasa's are not a species of parrot that you often see people having as pets, simply because they aren't that plentiful, there aren't nearly as many Vasa breeders as there are breeders of most other species, and as such they are very expensive to buy...So that's why I'm going to assume that the person who purchased him originally bought him to specifically breed him and make a lot of money. So that's why I'm assuming that he unfortunately has been "treated", and by that I mean the way he's been housed/interacted with by his owner, he's been "treated" like most breeder-birds are treated, meaning they are there for one purpose only, they are not at all pets in any way, they get little to no human interaction except for feeding-time and when the breeder checks on eggs and new babies in the nest-box, etc. I bred birds for a long time, and I grew-up in a home where my mom and my grandma had both bred birds for decades, and my mom kept her breeders in a separate room from the babies, away from our own pet birds, although she always told me that they were birds who needed stimulation and a good life, so she always had them in very large cages (not the normally tiny little "breeding cages"), they always had tons of toys in their large cages, and they were let out each day for at least a few hours in their room, where there were large stands with toys hanging from them for them to play with...They wanted nothing to do with us, as typically once a parrot bonds-closely with a mate of the opposite sex they want little to do with people, though some species take this more seriously than others...But we always treated them the same way we treated our pet birds and the baby birds, and unfortunately this is extremely rare with a lot of breeders, especially ones who breed the big-dollar species...
So if I were you, I would think of this as the point where you completely "start over", like you just brought him home today (essentially that's what you're doing, because he's still scared to death of everything)...I hate to tell you to do this, since you have such a wonderful set-up for him, but I would pretty-much remove most of the toys and such, and again, you need to start-off by simply desensitizing him to the most-basic type of toy first, the "shredding/ripping" paper toys, and once you feel that he is no-longer afraid of them and is playing with them on a regular basis with no fear at all, then you add the next type of toy, a "wooden chewing" toy, like the very common toys that have wooden blocks/shapes strung together for him to chew on. And then once he's no-longer afraid of the wooden "chewing" toys and he's not afraid of wooden blocks anymore, then you can move on to adding "foraging activities", then "puzzles", etc. And again, you're going to have to go very slowly with him, AT HIS PACE, where it might take him months to be okay with a certain type of toy and to be playing with it and liking it. And remember that you're going to have to "show" him what it is, what he's supposed to do with it, and that it's totally safe and nothing to be afraid of.
I think that what you did for him here is amazing, and I know that eventually he'll be able to live in this Kingdom that you've made for him and be loving it. But I think it's just all too much for him and he's just totally overwhelmed with everything, and he just doesn't know what to do with it. So removing most of the toys and such, and just starting out with one or two of the very basic toys and then moving forward from there is probably the only way he's going to be able to feel safe and secure enough to actually pay attention and take part...
Also, as I mentioned before that starting out by doing "Recall-Training" with him inside a room of your house would be the best way to actually "teach" him how to fly properly and safely, and to gradually build-up his muscles and get him "in-shape". I didn't really explain "Recall Training" to you, but the concept is simple and you can search this forum for the different methods that people use to "Recall Train" their birds. But the basic concept is always the same, you're simply putting your bird on a T-Stand or similar outside of his cage, and in his case a safe room where he'll have a totally clear-path to fly across the room from the T-Stand/Perch to you. And you're teaching him to ALWAYS come to you when you call him, blow a whistle, etc. There are many different ways to do this, such as Target Training, Clicker Training, etc. And different ways work better for different people and birds, that just depends on what works for you. Recall-Training is actually the very first step that most people teach their birds when they want to train them to be "Free-Flighted", the idea that if the bird is totally and completely Recall-Trained with their owner, that they will always come back when they are free-flying outside. And though I'm not a fan of Free-Flying, Recall-Training inside your home is a great way to teach him to fly properly and safely, gain control and learn how to land, and to give him daily exercise to get him in-shape...