Wow, it's amazing that your friend actually knew Rocky's history, but boy, be careful what you wish for, huh...While knowing as much as you can find out about Rocky's history will definitely help you to help him in the long-run, it's so very difficult to know what he's been through...and you don't really even know what he's actually been through...As you said, it may be better that way for a lot of reasons...
The real tragedy of Rocky's history is exactly what you mentioned...that it's so very typical, almost expected...That's exactly what makes me so angry and sad for these guys at the same time, the fact that you must almost "expect" this type of history and "baggage" when adopting an adult Cockatoo.
As far as why Rocky's first owner, that got him from his breeder as a very young baby re-homed him so quickly after bringing him home...Well, the fact is that most people in-general do not realize that when they decide to bring a Cockatoo into their home, especially an Umbrella or Moluccan, that they are essentially bringing a human-toddler into their home and their lives. Even the people who have prior parrot experience and who do tons and tons of research about them, and even the ones who make the effort to mentor with a breeder or spend a lot of time with them prior to actually bringing one home, don't quite grasp the concept that they are essentially adopting a perpetual, human toddler...it gravity of the situation doesn't hit them until they get the 'Too home and the initial "honeymoon" period passes. Even people who buy a just-weaned, hand-raised, hand-fed, extremely tame, loving, cuddly little baby 'Too don't realize what is required of them until they are smack-dam in the middle of it. It's really sad to think about, as no one just "re-homes" their own human baby/toddler, well, they can't because it's illegal (I hate to say this, but I'm sure many people actually would re-home their toddlers if they could get away with it)....But it's just so easy to say "Okay, I can't do this anymore" with a parrot and pop an ad up on Craigslist...and even make a good chunk of money doing it...And thus starts the vicious-cycle of being a Cockatoo, searching for a forever-home and forever-person...
It's very interesting (and sad) to think of the parallels between between human child-abuse at the hands of their parents, and the physical abuse of Cockatoos by their owners...Obviously, and unfortunately, people very willingly "beat" their own, human children every single day, and fortunately, at least in most developed countries like the US, the UK, Canada, etc., there are many, many eyes on children every day, their teachers, their doctor, relatives, friends, the parents of their friends, etc. So if a child is being physically abused on a regular basis, it's usually eventually caught and reported to the authorities...But who is watching for the abuse of Cockatoos? No one. And that really isn't anyone's fault, as most Cockatoos don't go out a lot, or even leave the home at all, especially if they have an owner who physically abuses them, they certainly aren't usually prone to bringing the bird along with them on trips, errands, or just because they love their bird and want them to be enriched and socialized..if they did, they wouldn't be in the situation they are in with the bird in the first place...So no one gets to see these birds...And let's face it, it's sadly more common to see a plucked Cockatoo than it is to see one that isn't plucked, so that's not a tip-off of abuse, nor is a Cockatoo that is skitterish, as that's also very common, as most people fail to socialize their birds at all...So these poor birds, with the intelligence of a 4-5 year-old human toddler, are not only physically, verbally, psychologically, and emotionally abused on a regular basis, because their owners cannot handle a "pet bird" who needs the same care as a human toddler, but they are also usually bored to death, getting no enrichment, no socialization, very little positive attention, if any at all, and their owners aren't able to take a step back, look at the situation, and realize that the reason their bird is screaming all day long is because they are bored to death and not getting near the attention that they need...And so they yell and scream at the bird, which not only doesn't help, but ends-up progressing the situation, which then leads to the owner moving on from verbal abuse to throwing things at the bird's cage, and so on and so forth...
So when you adopt a Cockatoo like Rocky, who has had 5 homes and 5 owners in his only 9 short years of life, yes, you're unfortunately getting everything that those 4 prior owners have done to him, and not done for him...But most-importantly, you're getting an extremely intelligent bird who has been given absolutely no reason at all, not a single reason to ever trust another human-being ever again...And that's a huge mountain to cross...
The thing of it is, in Rocky's situation, is that this totally can be done, this mountain you're facing can be crossed...Rocky is only 9 years old. He's still a baby. And the fact that he was so very traumatized by just the few days that he left your home and was away from you is indicative of the fact that he you guys have most-likely been the only family that Rocky has had that he doesn't fear, obviously, and that he actually has formed quite a close, strong bond to. Rocky didn't just "miss" you guys, Rocky knew what was going on, as he'd already been through the same situation 4 times before (and believe it or not, as intelligent as he is, he probably did not react in at all the same way when he left one of his abusive-homes as he did when he was forced to leave your home, so that's something that you need to remember and hold-on to)...So yes, that few days of being away from his home and from his people really did "traumatize" Rocky. So that's a very positive sign that your relationship and your bond with Rocky is strong, is close, and that you have very-much started the process of earning his trust...It's a long process, especially based on what Rocky has gone through in his short-life, but you guys have obviously got it heading in the right direction...It's just a matter of your patience holding-out, and you not giving-up on Rocky, because he really does need you guys to be his family...And this isn't intended to be a guilt-trip towards you guys at all, I hope you don't take it that way. But you've got a really good start at literally saving this little guy's life, quite literally. I was so glad to hear you say that "He's not going anywhere ever again", I hope that you are able to stick to that commitment, I think that you will. You've got to always keep in the front of your mind that Rocky is very-much suffering from PTSD, and that his relationship with you so-far has probably been the only thing in his entire life that has ever started to pull him out of it, nurture him, and bring him comfort...and he hasn't had much comfort in his short 9 years, but you guys are just that, you're Rocky's comfort...and you're to be commended for that...Hopefully Rocky can be your comfort too...
on my face reading this post. THANK YOU for taking Rocky into your heart and home. It sounds like he is realizing that he isn't going anywhere anytime soon. Keep it up Rocky and try like heck to finally live! 
