It's probably too much, too soon?
Did he just come home with you yesterday?
It takes time to build trust. Lots of patience helps. Sitting in a chair next to his cage and quietly reading or leaving the cage door open and letting him come out on HIS terms over the next several weeks or months will help.
Right now, it may be a good idea to take a step back from the training.
He's in a new home with new smells and with a complete stranger.
His whole world has been turned upside down.
It would be a lot for anyone to process, but especially a prey animal.
Offer millet between the cage bars and also as a treat for behaviors that you wish to reinforce.
Make certain that he can always see you approaching his cage from afar.
No sudden, quick moves. Keep your hands visible to him at all times and try not to move them directly over his head.
Instead of staring directly at him, glance at him with your head turned to one side and blink frequently.
In regard to the upcoming vet visit, the above posters gave some good advice. Just towel him and place him in the travel cage if he won't go in willingly.
Toweling him is not something you want to do often, except in a special circumstance like this where he needs to get to the vet and you've not had the proper time to build trust.
Suns are fantastic companions. Best of luck!