Just to clarify, when you say large nest, do you mean a nest box? This will be what you need and it should be made of wood.
Knowing all of the pros and cons, really it is up to you as to is it worth it. I personally would not set them up in the breeding cage until the male is a few years older. The hen is really just now ready at 10 years old. There is no way to predict if they will get along or bond as a breeding pair. All you can do is introduce them and see what happens. Bonding can take some time – normally they will not instantly like each other. I would start them in the same room in separate cages. Wait until you observe them showing interest in each other – calling to each other, showing off, acting as if they want to be closer. Introduce them in a neutral area – either a third cage or a play area outside of the cage. If you use a cage to introduce them, you need to watch them closely. A web or nanny cam is great for this, because if you are watching them from the same room, they will be more guarded with behavior. I have seen many birds who seem to be getting along great when the owner is in the room observing, only to fight viciously when the owner leaves the room. The introduction period may take days, weeks or months. You can’t rush something like this. Hopefully they will get along, but you have to be OK with adding a second bird knowing they might not ever get along.
So you have a lot to think about!
Thanks for the update,