Awesome photos, the last one of the cacti flowers is extraordinarily beautiful!
I wonder if any small bird would nest/take shelter on the cactus, I see a perfectly well made hole on the cactus (first picture).
The birds are White winged doves and Inca doves. The birds do nest in the Saguaro cactus. Usually not the doves though. Mostly Cactus wrens. The thid picture is a dove sitting on top of a Saguaro skeleton.