Well, I believe that cages should not get covered, that the bird should fall asleep as night falls and wake up with the sunrise and that cannot be achieved if you cover their cage. If you do, they never have a problem falling asleep. they have a healthy endocrine system and they don't get sexually frustrated
I agree with Bobby 100% on the food issue: you need to get up earlier and feed him early in the am. As to the screaming when you don't take him out all day long, I suggest you establish a schedule that you will be able to follow every single day because IMHO, it's not fair to penalize the bird for complaining when he has been cooped up all day long if he is used to coming out earlier.
Captive birds' lives are full of stressors. Been without a flock is one of them. Living in an unnatural environment is another. Bad diet (and it's not that I think you don't feed your bird right, is that nobody can do it right no matter how hard we try) is a serious one. Lack of exercise (flying dissipates stress hormones), etc. But one thing that makes them feel more in control is to have steady schedules. For some particular reason, captive birds do hugely better from an emotional/behavioral point of view if they are kept on consistent schedules. I know it's very hard for 'normal' people to do this but the alternative could be a mal-adjusted bird and who wants that?!