I'm sorry your Sheik is having problems in connecting with his new budgie friend.
Unfortunately, your Sheik's behaviour is perfectly understandable due to the way he was raised. When he was having issues with his late weaning and anxiety, you have been advised multiple times to get Sheik a same species friend so that this friend could teach Sheik to be a bird and to help out in terms of socialization.
At the present time, it's going to be more difficult for Sheik to accept a same species friend and it's not guaranteed that he will be able to truly bond with a budgie friend.
Still, the presence of another budgie in the house can in the long run be beneficial to Sheik and while it may take a long time, there is still hope that he will be receptive to a potential budgie friend.
Due to Sheik's special personality, I think it would be best for you to get him a young male budgie. This would prevent any breeding mishaps and Sheik may not be receptive to the more bossy or moody attitude that female budgies can at times display.
Also it wasn't a good idea to take Sheik to visit the breeder's house and have him in contact with other budgies. Quarantine practices should be made before introducing any new bird. This link has the detailed info on this matter: https://talkbudgies.com/new-budgie-ar...necessary.html
This one may also be helpful: https://talkbudgies.com/new-budgie-ar...o-budgies.html