This could be a diet issue or a problem with parasites such as coccidia. You may want to have an avian vet check a stool sample for parasites.
As you have other birds it might be just this one has an issue with one of the food items and needs another diet than what the other birds have. You may want to read through this site to see if anything in it matches signs that you are seeing
http://www.exoticpetvet.net/avian/budgietiel.html
Hope this helps you!
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