That is a wonderful story,, Lara. I've held birds too, including a hummingbird. It is a unique feeling for sure.

This morning I awoke to a honking Canadian Goose.

It was on the roof nextdoor...as it has a mansard flat part.
Another was on our chimney.
The honking was long, and escalated to Goose "screaming", which sounded like a warning of sorts.

Our renting neighbors were moving this morning and these geese were agitated about that. It really seemed that they were communicating with each other, and eventually they flew off. I do think birds have feelings. The parrots that are attached to their owners, for so many years,and mated pairs who live that way for life (like swans etc), seem to have some kind of feelings.
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I tend to think that all animals have some sort of potential for some type of feelings depending on their biology and brains.

Hubby took photos but they are in his phone. When he sends them to me I'll send you some, thru my Yahoo mail.