As noodles says, the behaviours you describe are nesting behaviours. However, they can also be interpreted as ritualised or displacement behaviours which the bird might do from stress at being in a new environment. It can take weeks before a bird feels relaxed and comfortable in a new home and, if he has come from an abusive or neglectful background, he might require a great deal of input before he begins to cooperate with you.
Since he's giving you mixed messages about how much he trusts you, I'd assume he doesn't, fully. You'll need to build trust by going ultra-slowly and showing the bird you won't ask anything of him he doesn't want to do (eg. step up or come out of his cage). Simply spend time sitting beside his cage, speaking in a low voice and offering treats occasionally. He may not like treats right now, but he will come to eventually if they are associated with pleasant times.
Gather together as many tempting food items as you can find. My Alexes and Cockatoo like sunflower seeds for treats, but I've also used millet spray, bits of apple, grapes (one bite at a time) and dried pawpaw/papaya. Even bread crust can be used (sparingly - it's not nourishing) if the bird really goes for it. Offer tiny bits of these different foods to your bird and, over time, you should be able to get an idea of what he prefers. If he won't take food from you now, that's just another pointer that he's not relaxed in your presence.
Don't worry! It takes lots of time and the patience of a saint, but if you're willing to put in the work you ought to be able to communicate with this birdie.
I would forget the idea of caresses and scratches at this time. It's more important to build the bird's trust and you need the caresses more than he does right now. Just work on helping him calm down a notch and teach him that you're his best friend. When the time's right, you could begin with 'step up' but for now, just *be* with him. Give it a week or two and see how his behaviour develops when you're near him, then, ask again for more suggestions on what to do next.
There's no reason to assume the worst with this bird. Just because you're a novice with cockatoos, it doesn't mean you're incapable of learning (we all did *and* we made our mistakes along the way - no one's perfect). Just be calm, take things slowly and let things unfold, OK?
Best of luck to you and do stay in touch!
