I've been reading thru this post again to see if I may have missed anything but the only thing I could ask about is if you know how he was at the pet store... Was he approachable by others? how did he act when they got him and put him in the transport cage/box? or did they put him in his cage there and you took him home in his cage he's living in now?
Also, where is his cage located in your house? Sometimes their cage location can make them nervous if they're put somewhere where they're in the middle of all the action, or he may be freaking out because he's alone and it's too quiet... If there's a window where he can see outside he might be seeing something that's making him nervous as well.
I didn't think about this before when answering your posts but you may try moving his cage somewhere else in the house like the living room but not in the middle of the room, if you can place his cage where he can see everything that's going on but with a wall behind him or in a corner where he can see everything in the room that might make him feel a lot more safe and secure since he doesn't feel like he has to watch his back constantly.
try moving his cage then give him some privacy and see how he does, he shouldn't get too scared if you move the cage, as long as he's not totally freaking out when you move it you should be ok, just talk to him in a calm tone to help keep him calm. but when you move the cage, give it a day or so before moving it again unless you see him very uncomfortable in his new surroundings and not settling down. Like if he's close to a window and it's obviously freaking him out, move him away from that area, but if he remains normal after a move (or at least as normal as he is now without getting worse) leave him there for a day or so to see if he feels safer. try to keep his cage in the same room you spend most your time and maybe run a tv or radio to give him some background noise, sometimes some soft music will help him calm down and prevent boredom when you're not there. We run the tv for the birds while we're at work so they always got something to listen to, or put the tv on a music channel... classic rock, or soft rock... or whatever music you prefer is ok, jsut keep the volume low but up enough to be heard.
I'm just throwing some more ideas out there for you to try, but I've had some success with nervous birds by moving their cage.
And Also, I never asked this before, but is his cage round or square? most birds don't do well at all in round cages since there's no corner to take refuge in.