You can attach a video if you upload it to Youtube. Head-bobbing can have several meanings depending on when and how the bird does it. It can mean a bird is happy, playful, excited, sick, etc and it depends on how it looks and how often/when it happens.
If he doesn't step up after a month, then that's normal for a lot of birds. Stick to it! Be persistent! My rescue pionus didn't step up until about 15 months of having him. It takes a ton of time and patience, but you'll get there eventually
Converting a bird onto a healthier diet is also a really tedious process. Parrots are extremely picky and resistant to change. You can try mixing a tiny amount of pellets in with the seeds and then, every week or so, increase the ratio of pellets to seeds just a tiny amount. If that doesn't work, then you can ground up the pellets and sprinkle them over the seeds, or you can mash them up and mix them with water-- birds are weird and sometimes they'll need really strange and specific ways to eat their food. Just try everything and be patient, and DON'T leave Cosmo without food for over an hour or so at a time.
Similarly, if he's being resistant to healthy foods like veggies, you can put some seed over his chop, or eat vegetables in front of him, or show him videos of birds eating veggies, or try different ways of preparing them... just keep experimenting until you find out what works. And like I keep saying, DONT GIVE UP!
You seem really committed to ensuring that Cosmo has the best care possible and I'm really happy to see a new parront so passionate about their bird! Cosmo will thrive with you

Best of luck!!