can you contact the pet shop and get some info regrding his history? bottom line at this point you should treat him as a rescue bird and let him be at peace however that happens for him. When some of the more senior members see this in the morning I am sure they will have some good advice. I am not a breeder or a broker so I have very limited experience, but I am a nurse so history is everything. So if you can detail his behavior from day one up til (hitting the basics) now including any major events that have ocurred in ur lives together that will probably help them to steer u towards a solution for ur relationship.
Include what seems to set him off, what makes him happy with u also.