Why is my young bird bleeding under its tail when it gets scared?

Ouch poor birdie! It looks like she may have lost more than a few feathers, and yanking out healthy feathers can definitely cause bleeding and is very painful to your bird. If you have it on hand, styptic powder can be used to stop the bleeding on the skin. If you don't have that, corn or potato starch can be used as a substitute. Keep the area cleaned and dry, and if the bleeding continues, the area looks infected or badly wounded, or if Canela is in a lot of pain, seek veterinary care as soon as you can.

Sky might be a bit stressed out from the change, but that cage looks pretty nice and roomy! I'd put new paper down on the floor of the cage that is easy to see droppings on so that you can monitor for any more signs of blood in the stool, as well as examine Sky if he'll let you to check for any injury such as a broken feather or break in the skin. If he seems to be acting normal and healthy, and you don't see any more blood in the stool or on the body, wouldn't worry too much. if the blood continues in the stool, a vet checkup to rule out issues such as parasites is always a good idea. If you see an injury on the body, stopping bleeding with styptic powder and then keeping the area clean and free of debris can help, however if you notice a broken blood feather or severe injury that isn't healing, having a vet take a look is best.

This could be a broken blood feather on his crest or it may be a minor injury. It is difficult to determine with any certainty in the image provided. You can gently clean the area to better visualize it. Blood feathers are more common on the tail and wings, but he crest can have them too. It depends on the molt stage and where new feather growth is taking place. If it isn't actively bleeding, there is likely no cause for concern.

Minor bleeding can be stopped with gentle pressure and a styptic powder or even a dab plain corn starch. The image provided may show infection, so Tuki Tuki should (ideally) be examined by your veterinarian or an experienced avian veterinarian. He may need antibiotics.

It is good that you separated the bird being picked on. If he is actively bleeding, injured, or the sites of his wounds appear to be infected, then it is best to bring him to a vet and have him treated with antibiotics as needed. Until you can get to the vet, keeping him separate, cleaning any wounds of any debris or oozing, and preventing him from picking at the wounds can help some.

I would very gently catch Sky and carefully check under her wings for any damage such as cuts. I imagine you won't find anything as like you say she has likely pulled out a blood feather. As long as you don't find anything I would don't monitor her for the next few days. If you find anything worrying I would have her checked by your vet.

Thanks for reaching out about Budgie and including photos. This could be a feather cyst, other inflammation or infection. A veterinary visit should be scheduled to assess. Monitor Budgie for any indication of discomfort or pain, monitor appetite. Try applying a warm compress to see if can shrink mass. Good luck.