Anytime I see those pictures or videos it gives me such Anxiety! So Many bird owners have experienced a Lost Bird which they never expected. They can Startle so easily and unexpectedly.
I take my Sunny out in a carrier I got from Amazon. It's called "Petsfit," it's similar to the Pak-O-Bird (but with less options), and cost significantly less. She loves it.
I tried harness training but it failed. (Tangled wing - vet visit - traumatized bird. No more attempts!) AT this point I think that's good; there are too many predator birds around here for her to fly safely outside even with a leash.
In that past I have taken the Budgies outside in their smaller-ish cage. But, they would rather just fly freely inside the house.
I do get significant, if partial, natural sunlight in my house by the way. If you can locate your bird's cage where it can get sunlight inside (though Not inescapably direct sunlight!), and also if your bird has some extent of freedom Inside, that can be good too.
(If there is not enough sunlight in your house you could try adding a daylight-spectrum bulb or two to your lighting.)