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In order to gain the trust of a pet bird and to truly solidify the bond during the taming process, it's important to be consistent when it comes to the quality time spend with the pet birds and the daily interactions we have with them, and it takes time to strengthen the bond and reach a good level of tameness.
By having multiple budgies sharing a cage together, it's only natural for them to bond more closely to their same species friends and this will directly affect some of the work previously done, especially when a given pet bird was only at the very early stages of taming.
Another important aspect worthy of note is the fact that early on, you have started to have problems with your females fighting.
When there is real fighting, chasing and consistent bullying, it's recommended to separate the aggressive budgie and house him/her on a separate cage.
This is done in order to avoid an escalation of the fighting that can have a tragic ending.
By getting a male budgie and housing him with the two females, the problem is exacerbated because once all birds reach maturity, the chances for the fights between your budgies to intensify are much higher.
Budgie Ownership: differences and dynamics between flocks
For your current situation and since you seem to be fairly new to budgies, it's best to hold off on adding a 4th budgie to the mix.
For your budgies' overall safety and welfare, it's best that you house your aggressive female in a separate cage and keep this arrangement.
There are ways to help decrease anxiety and stress levels while adjusting to the change, by covering the cage on 3 sides and having some music on.
During this time, you can also give the lone budgie some extra TLC and even start working one-on-one with her in terms of improving the bond.
You can start by the very basics at first, by making a connection simply by standing close to the cage and getting your budgie used to your voice.
By watching your budgie's behaviour and body language you will know when to proceed. If the budgie is showing curiosity towards you and is moves closer to you while in the cage, then you can re-introduce your hand and offer a little treat through the cages' bars.
Once your budgie is more confident, then you can slowly place your hand inside the cage offer the little treat while encouraging your budgie to step up onto your hand/finger.
You can do the same with your other two budgies and use the one who shows more signs of being receptive to you in order to gain confidence in the other who is less interested.
By keeping up a good atmosphere, using some treats and verbal rewards through praise words, with time you will see progress in their taming.
Be sure to check the detailed information on the sticky threads at the top of the Taming and Bonding section's main page.