If your budgie is underweight, vomits at times and seems to not be able to gain weight no matter what she eats, she may have a condition previously called Megabacteria and now known as Avian Gastric Yeast. It is hard to detect but treatable.
If her weight is normal, and she is active, clear eyes and seems robust, this is most likely hormonal behavior. She seems to have a desire to nest. If she is with the male and you want them to nest, try giving them a budgie nest box, which you need to attach to the outside of the cage, as high as possible. If you are not interested in breeding your birds – and keep in mind, there is a lot involved with setting them up properly and feeding them a special diet for breeding – then first I would approach this as if it was nesting behavior. In the wild, breeding season happens when the days are longer, food is abundant, weather is warm and they have a safe place to nest. In captivity, we often provide these perfect breeding conditions without meaning to, and this can keep some birds in a constant hormonal state. There are several changes you can make, and then see if her behavior changes after a couple of weeks. Limit her light to no more than 8-10 hours by covering her cage early in the evening. For now, stop offering any fresh foods. She can have her daily diet which hopefully consists of a nutritionally balanced pellet, and not a loose seed mix. Rearrange her toys and perches in her cage, and move her cage to another place in the room – a busy spot where you walk past her cage a lot. If she comes out of the cage, keep her off of the floor & out of dark or cozy places. Don’t allow her to have free reign – too much freedom and wandering around can make a bird search for a nesting site. In her cage, make sure she does not have anything she can use as a nest – no boxes, large dishes, etc. Do not give her anything she can shred – no cardboard or paper. If her cage does not have a metal floor grate, then do not use anything in the cage tray – paper or cage bedding can make for a nice nest. This means you will have to wash out her tray daily, but at least she can’t use it for nesting. If you see no change in her behavior, it’s hard to know what is going on. If you aren’t satisfied with the Vet you use, try another one. A Board Certified Avian Vet is best – this means they have to get extra training on an annual basis, and stay up to date on advances in Avian Medicine. But this really sounds like she is experiencing hormones right now, and the changes should help settle her down if this is the case. The Vet can give her a hormone shot or implant if this is hormonal behavior and the changes do not help.
Thank you for asking Lafeber,