Check him for mites.
Check beyond his vent. He may have them crawling all over him and eating him alive. We lost one this way, freshly home from a show. He didn't have any around his vent. It was my daughter's bird and she checked him repeatedly for mites. When I checked him, I looked under his feathers everywhere. He was COVERED with them. By then though, it was too late.
If he has them, take him in the house and wash him with flea shampoo for cats. Then dry him with a blow dryer on low heat - you don't want to overheat him. Get electrolytes in his water, give him plain, unsweetened yogurt, hard boiled egg yolks... anything that he will eat. Keep him by himself for a while, keep him warm. Let him get well.
Let me know how he is doing and if he has mites or lice.