Stuffed toys work on some birds, not on all. It's just like cockatiel noises. I tried that with my flock, and they freaked out in fright. You have to try and find something Max will like. Mind you, with adult birds, I don't put the stuffed toy in the cage. I usually put it nearby, where they can see it and hopefully think it's another bird, but non-threatening.
With a lonely birdie, I'd try different things. Mirror. Toy, noises, radio, TV.... see what helps.