Hi April,
Do not try to give him water! He will aspirate – get it in his lungs – and die. He is getting all of the liquid he needs from the parents. The best thing to do is leave him with the parents and hope he is OK. Be sire to give them plenty of privacy. Sometimes there is something wrong with a chick and they do not make it. But interfering will almost certainly result in his death. Finch chicks are nearly impossible to hand raise. The parents are doing just fine, so if something happens to him, there was likely something wrong from the start.
I do want to clarify that the foods you listed are in addition to a nutritionally balanced pelleted or granulated diet? Mealworms are only intended as a supplement. They are much too high in protein to be the main diet. Zebra finches eat fresh grass seeds and some insects in the wild, so they are predominantly a granivore – seed eater. However, the seeds in most seed mixes are not fresh enough to retain many nutrients, and added vitamins are lost when the bird removes the hulls. So a pelleted diet along with leafy greens, chopped veggies, some fruit and mealworms is recommended. The mealworms should never be fed live, as they can damage the bird’s crop and could be deadly to a chick.
Thank you for asking Lafeber,
Brenda