I've written before, for example, here, about this strange relationship that Max and Rocky occasionally have. Most of the time they completely ignore each other. If anything, Max gets jealous of Rocky's attention from Thomas and tries to buzz Rocky away from him. A few times a year, however, they play somewhat together, with infrequent posturing warning the other bird away.
Usually this involves towels or some kind of fabric, like pants. Last night, it was Thomas's housecoat that he'd left on the back of a chair (rips and tears previously provided by the parrots.)
Can you see Rocky?
He's a little more obvious in this picture:
And then a quick video, to show them in action: