Hi Jooles. I haven't heard of too many unexplained sudden deaths, but there are a lot of knowledgable people on here who might give you better information.
I noticed you are in UK and not too far from me.......I live in Somerset. If you do find a good avian vet, perhaps you could let me know, as mine retired.
I got rid of all my non stick pans when we had Ollie and the other thing that I found out just in time, I think, is that febreeze is deadly to our friends.
I am sure that you will be fine though. It is so exciting waiting for your baby grey. Just learn as much as you can while you are waiting.