The hens were purchased before the male so after the quarantine I added the hens to the males cage for 4 days to avoid dominance problems. Two days ago I put all three birds into the hen's original cage because it's much larger.
From time to time I see one or two feathers when I clean the cages but in the last two days I've found aprox 40-50 small white feathers around the cage. After inspecting the birds I see that the male has some feather loss on his chest - I had to INSPECT to see this but it's there.
Not one time have I seen or heard any fussing or fighting between the birds. At times the male will sing and dance and try to approach one of the hens but she just pecks him in the beak and he moves on.
Obviously I'm concerned so I've tried to search the site and web to figure this out. Here's my thinking... it's either stress related because of the addition of the hens and changing cages or it's hormonal because of the hens. I do have a nest in the cage. I don't think it's health related because he's had no other problems, still acts fine and has been treated/medicated for everything I know of.
I've put a heat lamp on the cage, added Vitalize to the water for the evening and plan to add Feather Fast tomorrow.
Is there anything I'm missing? Should I remove the nest until they adjust?

I did add Zupreme Natural pellets to the diet today and they jumped right into it! I was shocked because I thought they would have to learn to like it!

I'd really appreciate any input or advice!