I see that you do have a sleep cage and I think that is good. We changed Corey's sleep arrangements when I realized that the night time was hardest for her. I think it has to do with the fact that birds, when they sleep, are very vulnerable because they can NOT fly to get away from danger. This is generally all birds, not just pet birds. I could be wrong but I think it's a built in fear/behavior instinct that most birds have. So, the first thing we did was create a "night time" cage for her in our bedroom. I have a sense over the years that Corey clearly did want to be with her humans at night. Except for the very front of her cage, we cover all the other sides of the cage with towels. And we keep this cage very clean: vacuum out all the dust and any feathers [not when she is close to this cage]. However, if changing your Grey's sleeping cage is bothering your Grey, I would trust your instincts. Then, we have a low night light in the hall [probably 8 feet from her cage]. I think this is also important so she can look out and see that she is safe. The other thing that I think helps our Grey is giving her showers. Luckily for us, she trusts my husband and goes willing to him [on a basket] when he showers. [She probably gets up to 1 or 2 showers/week]. He puts her under the shower spray until she's very wet and then hands her to me to be dried off. She used to let me gently dry her with a hair dryer but now she will only let me towel her off before I return her to her cage. We do this during the day when it's still warm in the house so she doesn't get chilled.
You might try to order the "Pluck No More" product from Kings Cages. Hopefully, they will ship to your location. If that doesn't help, you could consider contacting The Medical Center for Birds in Oakley, California and seeing what they would recommend. I know that most Vet hospitals are busy but they might tell you what they would recommend in your situation. Maybe your Vet could obtain and prescribe what the Medical Center for Birds recommends. It's worth a try. You might need to push because sometimes the only way you get what you really need is to be not only informed but also kind AND insistent.
I do think it's worthwhile to try to reduce stress for your Grey. I know this is not easy. We have a small space that we take Corey to play. It's private and quiet. She asks to go there by saying: "See Your Box" and she calls to us when she wants us to come back to her regular cage or other places in the house. I know that you do not have a lot of space but maybe you could find a closet your Grey would like.
One thing that gave me ideas of how to engage our Grey was watching YouTube videos of an African Grey called: Einstein. Einstein and his family live in Texas, USA and they frequently film Einstein going about his life. If you searched on "African Grey, Einstein" in the YouTube search bar; I bet you would find videos. I am sure people will point out that Einstein also displays effects "feather destruction" behavior but I think Einstein's humans do a good job of living with him.
Continue to try different things: slowly and methodically [one at a time]. Introduce things slowly. Greys do not like a lot of change in their life so you have to move slow.
I really hope that something I wrote can help you and your Grey. Greys are amazing creatures and they deserve the best chance of a quality life.