I know this thread's a little old now but I'd thought I'd say something about the 'dancing.'
It sounds like nothing more than a behavioural quirk. Max, our Blue and Gold has several different little sways and dances she uses to get our attention, from head banging to rocking back and forward while singing and another one where she runs sideways along to one edge of her perch and stretches a leg out before running the other way and doing the same with the other leg. (I call this one Parrot Tai-Chi)
