Oscar has gone home and apparently has been behaving since... Perhaps Oscar knows what she has done now.
Thank you for all your kind words, you have been a massive help. It still hurts of course, so I'm still juggling the idea of getting another budgie. Like you said Budgiekin, I do see getting another one as a tribute to Arwen. I will be doing a bit of research before I do though, most of it on here probably.
For example, is it better to get 2 budgies so they have a friend? And should I get it/them from a breeder or should I save them from the pet store?