Cairo was free-flight trained with his previous family. Where I live (not US anymore), there is a huge free-flight community - they all say that if you free-fly, you have to accept that you might lose the bird and you might have to search days for them or wait hours beneath trees for them. I know one guy lost his macaw (got scared off by a bird of prey, I think), and he offered 2k (roughly the price of a macaw here) or to buy the finder a baby macaw as replacement. And I know a lot of people don't go to work when they've lost their bird (I know I didn't). I do live on an island, so there's only about 700 sq km to look for your bird
If you do want to go free-flying, definitely find a field that doesn't have traffic nearby, scout out for predators constantly, train extensively beforehand on a harness in all kinds of weather (sometimes there's a sudden gust of wind and your bird must know how to handle that, plus your bird needs the stamina in case they have to outfly crows or hawks or even the wind), and fly with other folks. Birds do like being in flocks, so if you have a community that your macaw is familiar with, he/she is more likely to fly back with the other macaws. My local community finds that solo free-flight is incredibly risky, so most people either fly with other people or they buy a second bird to free-fly together.
Like I said, Cairo is free-flight trained, but I won't be doing that anytime soon with him. He gets cheeky (when we found him after he spooked off from our home, he teased us by flying down as if he would land, then circle back up into a tree to laugh at us), and he also doesn't handle strong winds well. His stamina is short-distance only at this point, so if he gets tired while fighting the wind or being chased by other birds, he'll likely either get taken down or land somewhere unsafe. He has aborted landings before (while on harness) because the wind buffeted him too much, and that for me is too risky to allow him to try free-flight. Cairo also has a strong flight instinct - he does often fly to my head for safety, but if something he sees as dangerous is between me and him, he'll just anyhow spook off.
Plus, recall training at home is very different from recall training outside. Not just the mental environment (Cairo is 95% responsive at home, but outside, he's less responsive, partly due to that flight/spook instinct), but also the physical environment. It's hard to hear a human shouting across the distance a bird can fly, especially if there's a breeze higher up or ambient noise (traffic, etc). A lot of free-flying folks go for loud sports whistles (think Fox 40).
Then on top of that, there are multiple facets to training for free-flight. There's recall, yes, but there's also boomerang (where you send them out and back). The steps and tricks to free-flight are many, but so few advise it online, you'll need to find a local community if you want to do it.
Most importantly, you have to factor in your bird's own aptitude and personality. I know the time Cairo flew off from his previous family and found us was simply because his family hadn't free-flown him in a while, so he got pissy and unclipped his chain (they use chains locally) and went for a joy flight, then got lost for a week. And I have seen well-trained macaws do similar things, where they get jealous that other birds were free-flying without then, so when the owner wanted to do basic recall, the macaw just flew off for a joy flight, ignoring the whistles summoning him back. Parrots are not dogs, who often just want to please their owner; parrots have strong personalities with their own thoughts and emotions and memories, which is something you must absolutely factor in.
For us, we fly on the harness only. Yes, we fly outside, but we know the places we fly at don't have any birds of prey and we do not fly if there's a pet dog or children nearby. But given Cairo's personality and flying ability (agility, stamina, experience), I am hesitant to free-fly him. I got so distraught when Cairo spooked off for 22hrs - I know I wouldn't be able to handle it if it was my fault again.
