Hi! I know how hard it can be to look back and see all you did wrong on caring for birds (i've had a canary for a time and i treated him wrong for some years because i just did what i learned from my dad instead of making my own search) but dont be too hard on yourself, im sure you are doing your best now
About geting them to eat healthier foods, i would recomend making bird bread (there are tons of recipes on youtube), wich were invented especially to get stubborn birds to eat vegetables, so that might help. I've seen some people putting seeds on top of vegetables to get birds to eat it, i dont know if it works or not but its worth a try... Brocolli might be a little easier to get birds to eat as the little leafy things on the top may look like seeds for them.
About the song thing, i've heard that listening to other cockatiels may make some feel threatened, so that might explain why they scream to the videos. Anyways i think that puting songs in a 8 bit theme may help them to learn (there is a plataform that i think is called chrome songs, i will take a look on the name and say it here later, but i think it might help to create a song to teach them)
Well... i'm not an expert but i hope i helped... btw are you brazilian? Pipoca is the name for popcorn in portuguese so... it would be nice to find another brazilian here haha