Thanks for comments. We are having a necropsy done to determine what happened. I hate to think of our remaining Cockatoo not having a friend to cuddle up to when we are not around.
I totally understand this statement, but you need to fully realize that you are making this statement based on the relationship that your current bird had with the bird that just passed-away...There is absolutely no guarantee whatsoever that if you bring home another bird, any bird at all, that it will be "cuddling-up with" your current bird. In fact, the odds are very much against you. Most of the time when people do what you're thinking of doing they simply end-up with 2 pet birds that are bonded to them, not to each other. It's exactly the same concept of buying 2 birds of the opposite sex for the sole-purpose of breeding babies; you cannot just assume that if you buy a male bird and a female bird of the same species that they will ever mate, you can't even guarantee that you'll be able to keep them in the same cage without them killing each other. And that's very much what you need to keep in mind in your current situation, especially since your current bird was closely bonded to another bird and that bird died...
Cockatoos have the intelligence of a 4-5 year-old human toddler. Imagine if a 4 year-old human toddler has a twin brother or sister, and that twin dies. You can't just go out and adopt another 4 year-old toddler to cure the other twin's pain and loneliness from losing the brother or sister that they dearly loved. Parrots work very much like humans do when it comes to bonding with other parrots, they might fall in-love with them, they might become friends with them, they might simply tolerate them because they have no choice, or they might hate them and as a result their depression might actually get worse because you're increasing their stress and anxiety, and often as a result of this violence happens..
The only thing that is going to help your Cockatoo get over the loss of his mate is time and attention from you, as he already loves you and is bonded to you. You're his family, not some other, strange bird that you bring home for him. You may very-well cause him more anxiety and stress if you bring home a new Cockatoo, as jealousy often develops when a new bird enters the home/family. It's one thing if you yourself and the rest of your family want to get a second Cockatoo to add to your family and your household. If that's the case then by all-means, go for it when you and your family are ready to do so. All that I'm trying to make you understand is that you absolutely cannot bring a new bird home and expect it to "cuddle", as you just stated, with your current bird. Chances are that this will not happen. So the bottom-line is that this new bird that you bring home must have it's own cage, toys, etc. waiting for it when you bring it home, you absolutely cannot bring a new bird home and just put it in your current bird's cage and house them together like he was housed with the mate that he just lost. That will be a horrible mistake, and it's also a potentially fatal mistake. And the reason I'm saying that you and your family must want to add a second Cockatoo to your family, one that you want to bond closely with and have a close relationship with, is because if you simply buy a second Cockatoo as a mate for your current bird, when they don't get along and they must be separated, or they simply tolerate each other but do not bond with each other, if you and your family don't really want the second bird as your own to bond with, the poor second bird is going to be alone, ignored, and unwanted...
Keep in-mind that this situation is one of the largest reasons that every Avian Rescue and Shelter, as well as Craigslist, is literally flooded with parrots that need to find homes, specifically large parrots like Cockatoos, Macaws, and Greys.