Parrots will behave this way when their owner is on the phone. It is partly to mimic the conversation, but probably mostly because they get jealous. Parrots do not really understand the concept of punishment. If you are going to be on an important call, make sure that Shea has some distractions like a toy or special treat. Do this ahead of time to try to keep her from starting to make noise. You can distract her to something else when she is being too loud, but you have to be careful. Parrots, especially Greys, are very smart and you can actually reinforce the behavior without meaning to if she knows you will give her a treat to make her stop. My only other suggestion would be for her to have another area of the house she can be in while you work.
Thank you for asking Lafeber,