If your blankets, carpet, furniture, pictures, or other items around the windows don't fade, then sitting next to the window does him no good. Many windows are made to filter out the beneficial UV rays, which means the window needs to be open or he needs to get outside.
There are thousands of conures that eat pellets as a part of their diet and are quite healthy! Pellets is not the issue! But a pellet only diet isn't that great either... they still need fresh foods.
As Mizzely said, the fruits that they eat in the wild are not the same as what we can give them in captivity... and many of the domestic fruits aren't nearly as healthy as their wild counterparts anyway...... which is why vegetables are important.
As per the following site, figs can make up to 70% of a green cheek conures diet in the wild.
Green-Cheeked Conures - Captive Care and Natural History
And a study done on their diet in the wild.
Feeding ecology of the Green-cheeked parakeet (Pyrrhura molinae) in dry forests in western Brazil
It's not easy to replicate a wild diet. As an example, we have thousands of hyacinth macaws in captivity, and their primary diet in the wild is palm nuts. Their captive diet? Macadamia nuts.
Not everyone can provide a healthy diet based on fresh foods, either, which is where pellets come into play. Although they are not a complete diet, they are far healthier for *most* parrot species as compared to seeds. Certain species don't do well with a lot, or even a little of pellets in their diet... that part varies.
The pellets you have contain D3 already.
South American Mix – Vetafarm
Besides eggs, the other option is cod liver oil. Unless directed by an a-vet, it's probably not a good idea to use the cod liver oil.
Have you tried mixing his pellets in with his chop?