A companion bird may be exposed to cigarette smoke, fumes from cleansers or (the worst) overheated teflon products. Other toxins could be the result of carbon monoxide from heating systems (if you have gas/oil heat having a carbon monoxide detector is as important as a smoke detector) - air cleaners may be putting out ozone as part of their 'freshening' promise and though they claim to be safe, no ozone level is safe for a bird - potporri, candles, plug in air fresheners, chlorine bleach fumes, many other cleaner fumes, being too close to a hand held hair dryer or curling/straightening iron (they are often lined with a Teflon product), even toaster ovens, self cleaning regular ovens, crock pots and some coffee makers can be dangerous.
In any event - again, I'm very sorry for your loss and chances are there was nothing you could have done. These things happen very quickly, as you've seen and no one (manufacturers) bother to note their products might be harmful to pet birds
Certified Avian Specialist
Cert. Avian Specialist; Int. Assoc.Animal Behavior Consult; Pet Ind. Joint Advisory Council; author