We had an African Grey parrot living on our site a couple of years ago for about four months.
I borrowed a traveling size parrot cage and fed him for weeks but he seemed to prefer the elderberry's. I put notices up locally believing he would be Territorial. Eventually we found his owner who came to collect him and he flew straight to her.
Apparently they thingy their heads when they are listening to you.
All i can suggest is putting out food,and to keep talking to it while you try to find the owner.
It might be worth ringing the council, local police station and vets...........