Go onto You Tube and type in Budgie body Language and Sounds, I am sure that would contain some short clips .
With time you will indeed be able to tell what your budgie are saying to you.
My guys all flock call as soon as they hear a key in the door!!
They also recognise the sound of my husband's work truck coming home I have seen them , They hear the truck and stat to flock call!!!
Wanting out of cage is usually a loud squawk with wings flapping and running up and down the perch or sitting on the door. Just a couple of my observations.