Birds scratch themselves for the same reasons we do, because it itches. If your bird is scratching to the point where the skin is red and broken or bleeds, then he needs to be seen immediately by an Avian Vet. When new feathers are coming in, it itches, and birds will do a bit of scratching where new feather is breaking through the skin as this helps feather along.
Keep an eye on your bird, and if you see any reddened areas, broken skin or any blood at all, then your bird needs to be taken to an Avian Vet immediately as he could have parasites or something wrong with diet that makes skin too dry.
Your Macaw needs to be eating organic pellets like Harrison's which are carried here. All seed diets are very low quality diets with little protein, vitamins and mineral and lots of fat. The fat is bad for birds as is salt, sugar and all people food. Never feed your bird anything except organic pellets, organic fruit and veggies and maybe some Birdy Bread. Harrisons makes a great Bird Bread mix, and get organic red palm oil, Sunshine Factor to put in it, the rest is 2 whole eggs and water. I bake it up, slice it up, wrap in saran wrap and put in freezer bags taking out what birds will eat in a couple of days. It only keeps in the refrigertor for 5-7 days. I give it to my Amazons a few times week and not everyday. Also do not give fruit and veggies everyday as they should only be no more than 10-15% of total diet meaning a few times a week.
Here is a link about how to change birds from seeds to pellets written by an Avian Vet as it take time. Before any dietary changes, make sure bird is in perfect health by taking him to an Avian Vet for a checkup. Switching Birds to Pellets article
