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So you trained them to love you and love you they do. Suns are the neediest of all the parrots I have ever had. We lost Julian last year over Thanksgiving and I still miss him very much. He was our "baby." I'll bet when they are shrieking they are also fluttering their little wings and swaying from side to side. It's so darn cute.
The problem you have is that they are very needy and have learnt that you will respond to their shrieks. We had the same problem with Julian. He had to learn that he was fine by himself and during that time we had to learn to IGNORE that persistant and obnoxious shrill that feels like it is cutting right through you. Man I miss that sound. I know crazy, but they also do it when they are just plain happy, excited, sad, lonely, bored, scared, angry.......pretty much for every reason. Thankfully for you they aren't into screaming to their demon the way cockatoos are. I have 2 of those too. Anyway one thing we did with Julian was tell him no in a firm voice and ignore him (I know it's hard) and then rewarding him when he was quite. For rewards we would give him a grape or a piece of apple or something like that and pick him up and play with him a bit, but only when he was being quite. Julian soon learnt and so will yours. Once we got him to quite down then we let him have his wings back over winters only. That way he could come and go as he pleased. He would spend just as much time back on his perch as he would hiding down one of our shirts. Of course Julian was potty trained and would always fly back to his perch to go. Gosh I miss that boy. Good luck with you two!