Thanks everyone for your replies. I thought I would update everyone with what is happening. I have contacted an expert in Amazon parrots who like Birdamor explained that Amazons were the least picky eaters in the parrot world. Because of his age (4 months) he explained to me that Amazon parrots are very well known for digressing with being weaned and many at a younger age return back to formula for a while.
I gave Diego a bit of mushed up banana in a syringe (a food he hated before) and he went mad for it. I'm now waiting to hear back from the expert to see if this is a sign of him digressing and if so where I go from here.
I felt awful seeing how hungry he was to take the syringe and am now wondering if he has digressed because he was weaned to early or if it just a thing some Amazons go through.
I will keep you all updated
All freshly-weaned parrots regress a bit although I don't know if I would call it 'regression' actually because we tend to wean them too early. Baby amazons stay with their parents for a looong time after they start eating on their own and the parents will supplement their food intake for months and months so, IMPO, what you are experiencing with Diego is simply a baby bird who needs to learn to eat a larger variety of food (parents in the wild teach them by example and it now falls to you to do it) but who you still need to make sure is consuming enough food so he won't go hungry (doesn't sound too easy, does it?). He took to the syringe because that is what he knows. You could put nasty tasting medicine in it and he would still be willing to eat it. Are you still feeding him a little formula every day? I would. And I would do it after he eats a few bites of his healthy food so he learns that eating well is a good behavior and that he will be rewarded for it.