I suggest you find him a durable swing, not made from rope. Bird safe metal chain & hard wood, designed for a macaw.Well, he used to have a swing, but he tore that apart without ever sitting on it! I eat a lot of sweet potatoes myself, so I often prepare some without salt or spices for him. He does eat them sometimes but prefers them raw, although I’ve read somewhere that they can’t digest them properly. I’ll try eating more veggies with him and encourage it!
But something that I find hard to understand is whether he should have food in his cage at all times or not. Should I set up a schedule for him to get meals at certain times?
Him being afraid of sounds is most likely he's not really heard them before or know where they come from. Show him what the sounds come from.
The tight grip is because he's nervous & may be afraid of falling. Eventually he may ease up on the tight grip. When he does this gently lift the toe that is digging in & tell him not so tight or ease up, etc. always use the same command words so he doesn't get confused. Walk slower & move your hand/arm slower, so he feels more stable.
Feeding times should be twice a day if possible & around the same time every day. Morning & late afternoon/early evening. We try to feed wet foods in the morning (only give enough for him to eat in an hour or two, as veggies/fruits will grow bacteria soon after), & dry foods (seed mix, pellets, etc) in the evening. He should have some dry foods/pellets in his cage at all times. Fresh water every day.
If he is 6 going on 7 it may be hormones kicking in or he hears a noise outside or hears something he can't see. Keep in mind all birds sound off at some point daily. All 3 of my parrots (B&G Macaw, African Grey, Umbrella Cockatoo) generally sound off around 2:30PM. We feed around 3-3:30PM. Where is he when he screams?