illusive brings up some very good points. I DO think the clinginess issue is the main point to focus on...and then the amount of time he will need to spend in his cage by himself will fall in to place.
Just to let you know, Levi was a clinger too, and still is at times. I did just what illusive advised to do...shoo him away when he tried landing on me. He would then go back to his cage and sulk. lol He's such a brat he would actually go in his cage and KICK at his toys..kick kick kick aaaaack.. like he was an angry child slamming the bedroom door throwing a temper tantrum LOL
THEN after he stayed in or on his cage for a little while I would go over to him, tell him he was a good boy playing alll by himself, and let him hop on my finger. Play with him for a while, then put him back again.It takes a while and you have to be firm and try not to feel sorry for them, but it will work if you are consistent.
I also think it's important that he gets used to being with and enjoying your other family members too. You don't need a one person birdy, and really it's not healthy for him. The more family members he accepts..the bigger his FLOCK will be and the HAPPIER he will be. It's nice to have more than one "friend" to hang out with and enjoy spending time with.
If like you said, he like the cat balls but not IN his cage maybe that's because he doesn't like playing on the floor of the cage yet?
Maybe he would like a couple cat ball hung/tied on a string? Don't leave tooo much string hangin tho or he could get tangled in it. I use colored plastic drinking straws or pony beads to take up space on the string between cage top where it's hung and the balls or bells or whatever at the bottom. can even place a ball at the bottom, some beads or piece of straw, then another ball..then straw or beads again.
If he likes the cloud toy you made he might even like strips of paper stuck thru the slits of hanging cat ball, mine do
They also like little short pieces of hemp string or cotton string tied to the cat balls. Somethin to chew on and grasp with beak to give a good shake.
Luck with the separation anxiety. Let us know how it goes and if ya need a pep talk we're here.