Your Sunny looks and sounds just like my Jefferson. My 2 budgies, Calliope and Jefferson, came clipped. Unfortunately, I had to get them clipped twice after that. The second time Jefferson refused to forgive me! He also refused to accept that he couldn’t fly. He was flying again, doing Top Gun maneuvers!, well before Calliope’s wings grew back, and kept teaching her until she could fly again too.
My Sun Conure wings were clipped again recently, unfortunately, so she currently cannot fly. However Jefferson keeps trying hard to teach her to fly. He wants to lead a rebellion against me- (I should’ve named him Napoleon.!) - and he wants her to join. He also keeps trying to teach Me to fly (!!) ....and, he wants Me to join his rebellion too.
My Jefferson and your Sunny are clearly birds of a feather. Just like mine, yours undoubtedly has plans to take over the world. Consider yourself warned!
I keep my two budgies in a huge cage. Nevertheless, Jefferson still demands to come out for hours daily. If I fail to comply with this demand he will also find a way to sneak out.
Regarding returning your bird to the cage, I suggest suggest you repeat the word “IN” very clearly each time you move your Sunny into his cage.
Having done this myself, my Jefferson knows what “IN” means. He will NOT follow the command. But if they’ve had their time out, and I tell him they must go IN, & then leave the room, Usually usually he and Calliope then go into the cage on their own. Jefferson absolutely makes it very clear it was His decision, not mine.
I expect something like this will work for your Sunny as well.
Good luck!