Macaws have a tendency to develop a hypersensitivity to feather dust from the dusty species of birds like African greys, cockatoos, and cockatiels. It usually takes years of exposure to develop. It manifests like emphysema--they wheeze, breathe heavily, have exercise intolerance. You can prevent it by the separate rooms for sleep as you're doing and then in the room they share keep the feather dust down with good air purifiers, frequent baths on the African greys (once or twice weekly), and constant clean up of feather dust that accumulates. It's best to do the room cleaning when your macaw isn't in the room.
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