hi incognito,
i also have a wild caught CAG which he really scared of everything and zero confident.for the first 4 months all i can do is food management for him which he must to come inside his cage for dinner time.i dont feed him too much while afternoon so he will feel quite hungry and need to go inside for dinner.this is the most simple and safe way to make a scary bird to come back inside.
and now he start to trust me and he is sure i will not do anything to harm him and i start to towel him to come back inside his cage.he is quite scared at beginning but our relationship still fine and nothing change.slowly i teach him a command ''go home'' with pointing to his cage door and IF he dsnt come back it means towel will come.this works for me very well,everytime he try to not obey me i will show him his towel and he will go inside.
i never use a different towel because i dont want to terrified him for many color and object so i always use the same towel to train him,he knows his own towel very well .be sure when u catch him with towel,lift him gently and talk softly to him.