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A budgie and a cockatiel are all right together in an aviary. It would be better for them to not be together in a small, indoor cage.
The spaces between the bars are probably too wide for a cockatiel. It would be able to get through them.
It really all depends on the birds personalities. Parakeets of good nature, and Cockatiels of a similar nature are good together. If there is any aggression between the two before you put them in the cage together, then keep them separated. The parakeet could get severely injured.
The purpose of having a cockatiel cage is because they need plenty of room to move around and so you can put objects in the cage so they can climb. The birds love to have plenty of things to do in their cages.
It would be hard to keep a conure and an amazon together even if they were young and raised together. If they are not in the same cage, it really isn't a problem. They may try to out talk or scream each other, but I would expect that to settle down after a while. If the cage was big enough so that they each had their own space they might get along, but there would still be fights.
yes
Yes, you'd need a big cage for playing, they are reallllyyy active
No it's fine to feed cockatiels in their cage. I feed mine in their cage as they will not eat out of my hand. Just make sure you clean their cage thoroughly every day, including perches, dishes, toys etc. Also make sure your birds have vegetables and fruit to eat aswell as seeds or pellets to keep them healthy.
If there is no male in the cage, they will lay eggs, but they will not be fertile.
remove her from the cage then remove egg
Small parrots don't do well with big ones, the African grey will become dominant, and it will act aggressively with the cockatiel. a cage is not a good idea no matter how big it is, only an aviary will be good enough to house them.
One can find information on how to take care of a Sun conure on the website of hubpages. This site offers information on cage size, food, toys for the colorful parrot.