Having a little goodbye ritual may help relieve his stress something like BYE BYE, BE BACK SOON may help him to accept that you are leaving, but that you plan to return. Then, when you do return, be sure to greet Romeo. Some birds will call and await a response. In this situation, responding to the first calls might have stopped a screaming episode before it started. This sounds like at least some of his screaming may be due to insecurity.
Some birds are more cautious about new people or objects in their environment than others.
Introductions to these should be gradual and very non-threatening much like you may read recommended for African Grey parrots. Somewhere where he can see the object from a non-threatening distance. Leave the object there for a few days. Move it a bit closer, wait a few more days. During this time, play with the object yourself in his view so he can see you are not afraid of it, and that you think it is fun.