Our CAG (Jengo) really likes acrylic beads & shapes in pretty colors. She prefers those over any other toys. I string a bunch together & hang them along the side of her cage, as she likes to bang them around. She also likes those big plastic bolt & nut foot toys. Somehow she manages to unscrew the nut. She has a set of baby keys she plays with a lot too. I put a clear plastic bowl (from the deli) in the corner of her cage & toss foot toys in it. She takes them out & even puts some back. She's gotten better with new toys, but I can't change a perch. The pet store we got her from had a policy....you buy the bird as a package deal...cage, toys, perches, etc, so it was all set up when we got her. I tried to change the rope perch years ago & she freaked, stopped eating & hid in the corner. I had to put it back in. I found I must touch anything I hand her or put in her cage to my face. That lets her know it's safe. Same thing with any new food. I need to taste it or fake like I'm eating it. She needs to know it's OK to eat.
Jengo is not a climber like my B&G Macaw or U2 are. CAG's aren't the best of climbers. She will go down to the seed skirt, but never climbs off her cage. She will fly off it & land on the floor & walk around, but not very often. She prefers to sit on the door or top of her cage.
We have a big aviary (6' W x 12'L x 7.5' H), under roof, with perches, orb, boing, cargo net, toys, etc., in the back yard for use in spring & summer. I take them out as long as the sun is shining & the temp is 72 or above. They spend late morning (after breakfast) to early evening out there. Never on rainy days, as they hate rain. If a storm blows in quickly & I don't have time to get them safely back in the house, they go to the ceiling & hang there until the rain stops. They have water, but never food as it draws bees. She likes to go out there & climb all over, go down to the ground & dig holes in the dirt. On days she's being a brat she will chase my B&G Macaw & U2 around the aviary & threaten them. She attacked my B&G Macaw once & they both ended up with facial boo-boos. CAG's can be fearless.
I'd try keeping toys small for now. If he takes to them, later on you can try something a little larger. It will take a lot of time & patience to make any changes or introduce new things. Keep wood toys small too. Jengo doesn't seem to like thick wood, but more thinner stuff she can bite thru, like popsicle sticks.
You can try clicker training. Not sure if all CAG's are, but Jengo is very food motivated.