Thank you all for your advice!
He came from a breeder and was given with a small cage and his usual food.
I purchased a large parrot cage so he has room to fly around as he likes, I wouldn't like to be in a small cage without room to fly if I were a bird, so I decided there was no way I would have him in one.
He has been with us for 3 weeks now, and I have only just started to pet him, however everything you have said and that was in the articles makes sense, so I plan to step back my presence to make sure he is 100% comfortable.
I am going to start from the very beginning again, and ask your advice as I need it.
With the erratic flying, while it does make sense that it is because Baymax is scared, it only happens when he can hear other birds outside - usually the Indian Minah's. Does it make sense that he would be scared upon hearing this type of sound?
He actually escaped from his cage earlier today and was very scared as he could not find his own way back. I used a fresh pillowcase to cover him and placed him back in his home (all while speaking softly to him, I have done this with my dog for 6 years and my baby, so it is pretty much habit now lol) now he is happily perched and chatting to me.
Thank you again for your wonderful advice. I look forward to sharing photos and our progress with you all!