That's good becauseNever seen any worms in their feces.

Our birds have tested positive for roundworms countless times (via fecal analysis at the vet) without us ever seeing a worm, even after treatment.
Symptoms that alerted us were lethargy, green/yellow diarrhea, penguin posture, and refusing food.
Table 1 in the herbal anthelmintic article Perris linked to shows some of the many ways parasite overload can appear in hosts.