I am so sorry your little man is not doing well. You could set up a hospital cage with a source of warmth. You can also set up oxygen on your own for comfort. You do not need a RX from a vet for this. If you want further I information I will get it for you.
Home Oxygen is not a cure it is a comfort measure and may help the vital organs so they do not have to work as hard.
For a hospital unit you just need an oxygen concentrator, the water unit for it and either a heating pad or heat lamp. That is basically what a hospital unit is.
Here are examples of used Oxygen Concentrators; Used, Refurbished & Rebuilt Home Oxygen Concentrators
http://www.oxygenplusconcentrators.com/concentrators/home-oxygen/rebuilt-home-units.html
Plastic tub from Walmart or Home Depot.
Heat pad: Be sure it has an automatic shut off
and/or a ceramic heat lamp Infrared Radiant Heat Elements by Avitech - Low Price - FREE Shipping
and a light bulb holder; Fluker's Ceramic Repta-Clamp Lamp with Switch, 5.5-inch - Chewy.com
Humidity Bottle (for oxygen concentrator - be sure it is the one for the oxygen concentrator you buy); Oxygen Concentrator Humidifier Bottles
Oxygen tubing: Oxygen Tubing - 50 Feet - Oxygen Tubing - Oxygen Supplies - Parts-Accessories - get the 50 feet so you can move the box around without moving the oxygen concentrator
Once you have a hospital cage set up it is good for whenever you need it. I know a few birds that are living with O2 support because of heart disease.
With budgies so much of what happens to them health wise is genetics, from the parents to the chicks. Good breeders are aware of this and strive to produce healthy chick in many ways. Thanks so much for caring for him.