He's in a brand new place with people he doesn't really know or trust yet. You and I would be uncomfortable in that kind of situation, and we could at least express it in a way someone could understand. Cheeko can't make himself understood, so he is only doing what he can to try. The "biting" also serves to keep him safe and is working at keeping you away (for now). You need tio build trust with him before you can move forward. Read through Michael's Taming and Basic Training post and apply the techniques from the perspective that Cheeko has not been handled by anyone. You also need to become confident in your handling of Cheeko. Birds seem to sense when you are tentative and will take advantage if you let them. You may need to start simply, maybe just by bringing a special treat with you whenever you approach the cage, so that Cheeko starts to look forward to you coming by because he knows good things happen when you come around. If he was not handled much before, moving too fast will be scary for Cheeko.
Also, things like chasing him and trapping him in a box don't build trust very well. I know early on you may find it necessary to get him back into the cage. However, rather than have to do that, maybe start with very little time out of the cage, until Cheeko trusts that you will not hurt him. As the trust builds you can increase the time out of the cage. The idea is to make the time with you out of the cage special, so he wants to do it over and over again.
Once he knows he can trust you, you will be able to make progress. Don't give up, some animals take longer than others to come around!
