We currently have two young valley quail indoors. It's supposed to be temporary, but I've developed separation anxiety.

They're adorable!
They sleep in the brooder, and we take them outside to play in the aviary several times a day. They also follow us around the house and snuggle with us during their nap times. They usually fly up to sit on my shoulder (sometimes head) while I'm standing around, like in the kitchen. When they were younger they liked to burrow in my hair. They like playing outside but cry if we leave them there. I assume as they get older their attachment to us will fade. We handled them a lot from day 1. Pandemic pets.
We don't have cats or dogs currently. I assume it depends on the animal and introducing them to each other, showing that the quail are part of the pack. I've seen other people keep quail and other pet birds with cats and/or dogs. For example:
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They poop a lot--that's the biggest challenge. We clean up after them all day.