Hi & welcome -
Congrats on the new bird. Very brave of you to take the jump from GCs to an Amazon. Yes it is strange that the bird's name is Pico. Have you ever considered changing their name for yourself & to start a new relationship?
story: There is a rescue near where I live & the lady wrote, on her web site, about a bird who was 'really' abused & she had to change its name because its name made it upset. The bird was happier with the new name.
Not implying this is the case for you - but maybe a more appropriate name
would be fun.