Sonia- birds are like children- if you don't teach them who's boss, they will make the rules. For your birds safety, you have to get a cage. If he's out most of the day, then a medium size one would be fine, there are plenty of used cages on the web...not sure if your familiar with the Kijiji web site. If you buy used, it MUST be clean, no poop of any kind, on the bars, on the tray...remember to pull out the tray and look underneath. Clean i and scrub it thoroughly when u bring it home.Also make sure the cage has not been kept in a garage or outside...it could contain mites, spider eggs, fleas, or any other outdoor bugs you don't want your bird associated with. Even if you wash it, it may not come totally clean.
Your bird sounds frustrated, and possibly bored...no offence!

You have very good intensions with him, you just have to take one day at a time with him.
I have a crimson conure and I don't let him out until he calms down and is quiet, then I let him out so I can get my kisses, he gets his scratches, and then I place him on top of the cage to play. If he flies off himself, I will bring him back on my finger, then I put him on top of the cage. Birds need rules and training, you have to let them know what is and isn't allowed. He is a challenging bird for me, so I am learning as well....aren't we all???