Welcome to the community! And congrats on your new flock!!!
****VERY IMPORTANT!!!***** I hate to be the party-pooper, but REMOVE THE "HANGING SLEEPING BAG" FROM YOUR SUN CONURE'S CAGE IMMEDIATELY AND DON'T PUT IT BACK IN EVER!!!*****
Unfortunately those things are not only dangerous to your bird's overall health and cause severe hormonal-aggression (ALL small, dark places do this, so that's reason enough that you cannot have anything like this inside of his cage), but they actually have killed thousands of pet parrots, about 50% of them being species of Conures! The 2 main manufacturers of them are in a class-action suit right now due to how many pet parrots they've killed in basically 3 different ways: #1 while the parrots are inside of them they are all prone to picking little tiny bits of material from them (you usually won't catch your bird doing this unless he really works at it, but he's doing it, I promise you), and they cannot at all digest the material...Over-time (usually a few months) the material builds-up throughout their GI-Tracts, and eventually causes a complete blockage inside of either their Crop, or most of the time in their upper Intestinal Tract...And their owners have absolutely no idea at all until they come home one day and find their birds lying dead at the bottom of their cages, or inside of the things...
#2 Way they kill them is due to their construction, they have threads throughout them (inside the material), and they eventually come loose or hang on the inside by a little strand, and of course once they find a loose thread, birds are going to chew on it/unravel it...And that loose thread very often gets wrapped around their necks while they're chewing them, and many, many owners have found their parrots hanging dead by their necks from a thread...#3 Way they often kill birds is by the same way involving a loose-thread, but they also often get them wrapped around their legs/feet and cannot get them off, and the more they frantically try to pull their leg/foot free, the tighter the thread gets, until it cuts-off the circulation to their leg, foot, or both, they swell-up and become extremely painful, and if no one is home to find them and help them or they do it at nighttime while everyone is a sleep, the birds will literally chew their legs/feet off, or try to, and they bleed to death.
And when I say that all 3 of these scenarios has happened "often", again, we're talking tens of thousands of peoples pet parrots/birds...And if it isn't bad enough that the manufacturers don't care enough to stop selling those things, one of their manufacturers starting printing "NOT INTENDED FOR USE BY CONURES" on the front of the package in a starburst, because SO MANY of the parrots who have been killed by them have been various species of Conures...But it happens every day to every species of bird/parrot, and we try our best to warn people, get them to remove them and throw them away, and then also spread the word...If you do a Google search for "Happy Hut killed my bird", one of the first few search results is from a website called "Conure World", and it's a mourning/bereavement page that is nothing but hundreds of people who have written out the story of how their pet parrots were killed by these things with the date that it happened, because we're all trying our best to get everyone to throw them out and stop buying them...
***Some people refuse to remove them from their cages because they think that their bird needs a place to sleep, which they don't at all, not other than a perch, and it's hard to understand how it's more important to provide a "bed" for their parrot who doesn't naturally sleep laying down on their backs anyway, than it is to keep them alive...As a new owner of 3 parrots in only a few months, I don't know how much you know about parrot/bird health and behavior, but you do not EVER want to put ANYTHING inside of any of your parrot's cages that creates any type of small, dark place that they can get inside of or underneath, nor should you EVER provide anything in the bottom of their cages that could be seen-as "nesting material", because both of these things trigger their sex-hormones, and since you haven't been through puberty with any of your 3 parrots yet you don't understand what happens to them during puberty and any other time their hormones rage, but it causes both physical and behavioral health issues...And there is no better way to cause their hormones to rush constantly and continually than by putting ANY TYPE of Bed, Tent, Bag, Hut, Hammock, OR ANY TYPE OF "BOX" IN-GENERAL inside of their cage...They don't need them, they'll be fine without them, and most of all they'll be ALIVE and healthy, and not be terribly physically aggressive with you, other people, or each other, which WILL happen after each of them goes through puberty (for a Sun Conure it's around 1 year-old, for the Budgies it can happen any time between 5 months old and 1 year-old, usually closer to 1 year-old, but because you have 2 of them, if they are of the opposite sex and sharing just one cage it can push them into puberty early). Also, no animal bedding, wood chips, corn-cob bedding, walnut-shell bedding, shredded paper, or even sheets of newspaper or any other type or paper in the bottom of their cages and ABOVE the grate; all cage-liners need to be UNDERNEATH the grate in their cages so they cannot get underneath them or shred them into nesting-material, which also triggers their sex-hormones...
I'm sorry to have to tell you to remove his little bed, but it just cannot be in there, obviously for a number of reasons, he'll be just fine sleeping on a perch, as will the Budgie (if they have anything inside of their cage you must remove it too, same thing)...And if either of your Budgies are females, hormones trigger Egg-Production in them, and every infertile egg that a female parrot makes and has to lay is detrimental to their health, and can result in Egg-Binding, malnutrition, nutritional-deficiencies, etc. (You won't be able to visually tell the gender of either of your Budgies until they go through puberty and the color of their Cere's stops changing, then you can sex them; as for your Sun Conure, you have to have them DNA-tested to know their gender, and it's a good idea so you know whether Eggs are going to be expected.
