First, welcome! You have come to the right place to get helpful advice and support. I understand your frustration and confusion with your new fids behavior. As someone that recently took in a macaw, I was also baffled by the difference in behavior from my sun conures.
From my own experience, when getting a macaw that has been previously owned, I've had to throw out expectations I may have from my experiences with other birds as well as what I would see on videos. I've learned those videos are typically made by Paronts who have had their fid from infancy.
I have now had Ruby for over 6 months, and she STILL does not step up upon asking, and will bite if pushed. Once thing I've learned during the time I spend with her is that she gives me PLENTY of warning if she is not interested. It may be some warning "beaking", which is like a little pinch, and if I don't listen or decide to push, she let's me know in no uncertain terms that NO MEANS NO.
Ruby is a bit younger than your bird, but I know it's taking us this long to undo the experiences she had before me, and for me to build the level of trust that we currently have, and we have a very long way to go. This is very different from my conures, who trusted me completely from week 1.
The most difficult thing is reminding myself not to react. She is very observant and is reading my reactions. In the last 2 weeks she has started grabbing my shirt when I walk past, and I think she is expecting me to yell, and jump back. I just stand still praying she isn't intending to pinch/bite me (she isn't) and hoping that she is attempting to become comfortable with being in my "space".
One question for you, how much sleep is he getting? Do you cover him? He may not be getting enough sleep.
To get him back into his cage - have you figured out his favorite treat? IF he will take treats from your hand, you can place two options on your hand and see which one he takes, then place that same one with a different option and see if he still picks that one. If he tries to bite your hand (Ruby did at the beginning) you can put them in a bowl or on a plate and keep your hand out of view.
Once you have, don't just give it out - show it to him and then place it in his cage (bowl or on a perch) as incentive to get into his cage when you want him to. This teaches him that getting into his cage is a reward (the opposite of slamming the door).
Only pet his head, ignore/discourage regurgitation behavior, give baths, adequate sleep, improve diet, and most importantly - continue your patience and determination!!
Also, we love pics!! Feel free to share!