It's good that she was willing to eat Harrison's pellets and if I were you I would continue. With some animals, I know it's important to let them get used to a new diet gradually for their digestive system to adjust. I would try the Harrison's again, but initially just feed a little, and then gradually increase it.
It is vitally important to get them down to the recommended amount of seed per day, but don't do it all at once.
Celery is OK, but they need to eat a variety of vegetables. I am fortunate in that I've always had some birds that were used to eating vegetables, so they teach the others to as well. All the same, you need to offer a variety every day and in different forms until you find what they like.
Since this has been an ongoing issue, it would be helpful for you to keep a journal of what you offer them every day, how it was presented, and their response to it. Budgies sometimes have to see the same thing several times before they will try it. Other times, they will dive right in (think romain lettuce