putting him by himself is only going to make it worse because birds are like little toddlers and need lots of attetion. i find that putting cartoons on for my amazon early in the morning allows me to go back to sleep because he loves to watch tv. also when he starts to scream you can squirt him with water or cover him with a sheet. good luck
Birds are flock animals and very social. They want attention from their family. Putting him in another room will only make him yell louder for you. I use a spray bottle or cover my birds when their screeching gets over the top. But please don't leave him covered all the time, as depression can cause other problems. I rescued a Blue Crowned Conure from a home that kept him in a closet (in the dark) in the back room....She is a chronic plucker and is featherless! She is a very nervous, stressed bird. Birds need stimulation and attention. If you can't cope with him any longer, perhaps he can be rehomed to a trusted friend.
I hope the best for your bird.