Ok I am going to try to answer as many as I can but others will be along shortly to help you too.
1. My Josey is skittish too, it doesn't take much to scare her and I guess that is just the way she is and maybe yours too.
2. Josey also does most of her talking on her perch, she is quiet when she is sitting on my shoulder or elsewhere, that is probably true of most greys.
3. You should ignore the loud behavior so as not to reward it by giving some kind of response to it, he might interpret that as attention.
4. That biting might be because he is grouchy from the molting, the new pin feathers tend to be uncomfortable and also maybe he doesn't want you touching him at certain places or at certain times.
5. I am not sure about how long a molt lasts, I guess it can vary from bird to bird.
6. When potty training you have to use the same word all the time and praise him when he does it but right as he does it, if you wait or hesitate any he will not associate it with the pooping. Others might have more suggestions on that.
7. Oh I think he likes you, just because he reacts differently on different days only means he has bad days along with good days just like we do. Sometimes all we want is to be left alone.