Hello and welcome, four days is still a very short amount of time for your new budgie to be adjusting to all the new surroundings.
Does his tail bob up and down when he is breathing have you noticed? Are his eyes open and generally looking alert, have you got his cage covered on three sides this helps them settle easier.
Also silence is a sign of danger to budgies ,so if you are not around or the room his cage is in is quiet then place a radio or tv on in the back ground for him to hear.
What does his poop look like? Is it runny and green, Or has two parts to it consisting of a white part and a dark part. I would not be worrying about the diet conversion just yet, let him settle in first.