Training birds is often hot and cold for a while, as the keets get more comfortable with you and overcome their nervousness. The key is to be consistent, and to be patient. At least twice a day calmly approach them. Don't back away if they retreat, because you are teaching them that they can control you. You need to maintain the lead keet position, and build that trust.
I have always had multiple keets, and you can definitely train them!