I suggest using pillows and rolled up towels as barriers to block places that are off limits. Old game boards make great barriers, too, as do lengths of 2x4, 2x6 or 2x8 lumber. Some budgies like my Joey seem to have a knack for getting themselves into trouble. This week she fell 7 feet into a 2 inch crack between a cabinet and the wall while exploring the room. I got her out safely and blocked that crack. I really think it's more a female bird thing due to their nesting instincts. They're always searching for potential nesting sites. Males tend to sit and chatter to themselves and to inanimate objects.
There are typical male and female budgie behaviors but not all males and females are typical. Males tend to be much more sociable. Females tend toward independence. Both qualities can be positive or negative. Males can be too needy. Females can be too aloof and slow to warm up to people and other birds, but are less worrisome for loneliness because they like their space. If someone can only have one budgie a lone female would be happier than a lone male. Most of my budgies are pretty typical males and females, but I have a young female that is very sociable with us and other budgies, especially males. She also chatters to herself just like a male, and none of my other females do that.
Females tend to chew on things much more than males (again, the nesting instinct) and females TEND TO bite more and bite harder than males but not always. I have two females that I hand raised (separate times) and both are amazing budgies, but one bites hands and the other never bites.
Female budgies can get along fine, especially if they're put together when both are young. I have four females, two one year old sisters, their mother, and an older docile female, that share a 32x18x34 inch cage and they get along well. I also have two female English budgies that share another similar cage with two English males and the girls don't fight. But some females do fight especially when in breeding condition and if their cage is too small.
A male would probably be a good companion for Pilot but don't be surprised if they eventually like each other too much and start trying to breed, and its hard to stop them short of a physical separation. Sometimes that doesn't even work and the female will get so hormonal she'll lay infertile eggs on the cage floor even without a successful mating if her love interest is in the room. Not all mixed sex pairs will ever breed, of course, but it must be kept in mind because budgies tend to breed easily.
Whatever sex companion you get for Pilot, make sure the cage they will share is large enough, especially since you are starting with a lone female. Two males can share a smaller cage more easily. Pilot was there first and may not want to share her space with another bird, male or female. You should have two food dishes and water bowls on opposite sides of the cage so both can eat without fighting.
I suggest getting a new large cage and putting the two in there at the same time. If your budgies don't get along in the same cage you'll need to cage them separately because conflicts are very stressful and sometimes one bird will get injured. Out of cage time could still be together because they can easily get away from each other if necessary.
Good luck!
