Can only speak from my own experiences but shoulders are a great location for a nervous bird in a new environment because their person can offer protection from other threats but the bird is also in control of the situation with the person since she can easily back out of the way whenever you make an attempt to reach her. On my first day with Alice she was on my shoulder for about six hours because I couldn't think of anything to do to get her off! Eventually I climbed into her cage, then backed out of it in such a way she was forced to climb off onto the bars... but that's a pretty extreme way of dislodging a bird.
I'm actually ok wuth mine being on my shoulder but we've worked hard on coming down when asked. She's not allowed on anyone else's, and if she's on a friend's arm and makes a break for it I just cup my hand to minimise biting surface and put it in front of her face so that she can't get any further - I'm hesitant to recommend that if you have an Umbrella or Mullocan who's not afraid to apply her beak in situations she doesn't agree with though! When my mum handles her she keeps a foot toy on hand to use as a blocking device if she makes a break for her shoulder, which doesn't faze the bird at all but more effectively protects from bites.
Target training was my way of getting her to go where I wanted her if she was on my shoulder - she'll happily chase the target until she's back on my forearm. It's harder if she's there because she's scared because if she's anything like Alice as she loses attention when she's nervous, but once she's settled it's well worth trying target training.
