I understand your internal battle. I've been an avid animal rescuer almost since I could talk and I've had that battle with nearly every creature I rescued! Even a little woodrat I rescued that I thought was someone's pet but turned out to be a common pest! FYI, Seattle Animal Shelter is amazing and released him back into the wild with a rescued squirrel! My husband and I also don't have kids and our home and garden is our hobby so any new pet is a conflict between the benefits of the love for the animal and how much they're going to ruin our place!
What you're dealing with is a case of separation anxiety. It's very common in rescued animals. It comes about in large part because of the inordinate amount of time their rescuer spends with them saving their life and rehabilitating them. If you keep Lucky, doing some reading up on the issue would be helpful. There are things you can do to get him used to being without you at night, such as leaving a radio on, etc.
Ultimately, the hardest part to acknowledge is that living indoors in any kind of confinement is not a natural situation for him, which is why the behavior problems escalate there. He will be happiest outdoors with his own kind. Behavior problems with animals are extremely solvable by placing the animal in an environment most closely resembling their natural one.
I have found that it's also very rare for an animal I've happened upon and rescued to be a fit for my lifestyle vs one I've researched and planned for. I've learned through agonies like yours that the best I can do is rescue and then place the animal in a thoroughly vetted environment. If you can handle it, I would suggest looking for a sanctuary for Lucky, or a farm situation where someone won't eat him. Sometimes you just need someone to tell you it's ok not to keep an animal you've rescued.
If you do decide to keep him forever, I recommend getting another duck or some chickens and getting him outside permanently. You all will be happier.
Just my two cents for what it's worth.