I personally wouldn't add cayenne to their water unless they have a fresh alternate source without additives. If your bird is exhibiting an upset digestive system, cayenne may be just the ticket, or, depending on what's wrong, just the wrong addition. If for example the bacteria or whatever causing his loose stools is one that strips the lining of the gut, cayenne would be nothing you'd want to give him at that point.
I was never slow and steady with introducing new foods and never had a problem, but then again my chooks were always exposed to a lot more than the average cage bird, being free range, so I think that helps. I would think chances are the new food contains a bacteria he's never been exposed to so he's reacting in a sensitive manner. But it might be disease.
I would give him fresh, finely minced or crushed raw garlic, maybe in a medium like yoghurt to entice him to eat it if he won't. Raw freshly crushed/cut/damaged garlic contains Allicin, an extremely potent natural antibiotic, which is proven to kill bacteria including food poisoning ones that the strongest artificial antibiotics cannot kill. It's made up of the enzyme interaction of freshly damaged garlic.
Garlic also contains 34+ other natural antibiotics, antibacterial, antimicrobial, antifungal, antiviral compounds as well as sulfur which is an enemy of all parasites, internal and external, and disease and viruses, and aids in rapid healing.
Asides from that, looking into what disease it may be would always render some valuable information. Best wishes.