In your pictures, it looks like the tips of the red tail are black, which would indicate that you grey is less than a year old and has not had its first molt yet.
Perhaps you should try a different tactic. Ignore Sassy when your hubby is not home and when he is. Open the cage and go sit on the couch or whatever with Sassy's favorite treats and enjoy them. Make happy and yummy sounding eating sounds and don't even look at Sassy or say a word to her. Make her come to you. Of course you should be the only one with the goodies so you are the one Sassy has to come to for tasty goods.
How is the weather where you live. If the weather is spring like, have you taken your grey outside for some Vitamin D? My greys love to go outside in their cages and sun in the sunshine for a little.
My parrots have more or less chosen their successor parront. Ana Grey has her favorite relative. Sterling Gris has his favorite grandson. Louie is a man's parrot and has chose the young man next door. Though they love me best, they do clearly have other favorites.
My TAG, Ana Grey, hates to have a messy beak so refuses to eat messy food. If a speck gets on her beak, she immediately cleans (rubs) it off. Now Sterling Gris, my big CAG, always has a messy beak as he is Mr. Piggy.
When I brought my 5 month old CAG home the breeder sent me home with some formula. Sterling was eating "real" food but the breeder said that some young greys like to be given formula while adjusting to their new surroundings. Sterling took an evening feeding for two days after I brought him home and then rejected any more. After Sterling had had his fill, Ana Grey, my 2 year old TAG would finish up the formula. Now they both get oatmeal a couple of times a week.
Captain's eyes indicate that he is young, as they are still dark. As for sex, the only way to know is by DNA testing. Looking forward to hearing more about your new companion. Welcome to the grey family.
I have three parrots and no nicknames. However my oldest calls Sterling Gris, the CAG, Butt Head because he always dive bombs her and tries to land on her head. Followed with her threats about the soup pot.
When I brought my 5 month old CAG home the breeder sent along some formula for the "change over period". Sterling Gris was a great real food eater but liked that evening formula for about two days...then he would fly away at the sight of the syringe. Abundance weaning is a good thing.