When my sun is on my shoulder he starts to flick his right wing and bob his head, only the right wing and only while on my shoulder, not in the cage or anywhere else. Should I be worried?
What is the likelihood that your Sun is on your right shoulder?
Since the majority of Humans are right-handed, Parrots being on the right shoulder is highly likely! Flipping one wing is likely as a means of maintaining balance.
Head bobbing is a fairly common behavior and can be connected to many behavioral drivers. That will require your attention as to what is happening just before the bobbing and attempt to link it with something in the world around your Sun or that your Sun is doing.
It is not something that I would worry over.
Other members who have Sun's will likely provide greater depth.
Maybe they are still in baby mode and doing a left over behavior of beging for food even though they are fully weaned? My Nanday still does the baby head bob and wing flip now and then when he is tired or hungry even though he is no longer hand feeding.