Can Nanday Conures be trained to minimize/lower their screeching vocalizations?
Conures like most parrots will call loudly in the evening and morning to talk to their flock. This is a wild behavior that isn't really modifiable. Like a dog barking for warning or a cat purring when content - its a behavior that comes with owning a bird.
If your bird is yelling all of the time. Something is wrong. More than likely its not the bird that needs trained, but something in the environment needs changed. The bird may feel neglected, bored or depressed. Does your Nanday have enough toys? Is the cage too small? Is the diet adequate? Is the bird getting enough attention? Is the bird stressed by some object close to its cage? Is the bird unwell? These are questions that need to be asked and modified in order to help minimize the screeching.
If all seems to be well and the bird is still screeching loudly all of the time. Try a simple step I often advise parrot owners of: lower the volume of your home. If everyone in the house is yelling or speaking at full volume, the TV is loud or the radio is always turned up. Your bird will be loud. It may be stressed by the noise, or may simply be trying to fit in to its surroundings. Parrots like to be heard. They will raise volume to be heard.
Last of all, some birds are loud. Nandays are one species that is considered loud. Even when they just want to talk it usually isn't quiet. Just like all people have different volumes of speaking, so do birds. Even among the same species, individuals can have more volume than others.
One thing you can do to make evening and morning vocalizations more tolerable is to communicate with the bird in a quiet voice during this time. When your Nanday starts to yell at night. Walk to the cage, let them know you can hear them. Say Hello, sing a song, tell them about your day. The parrot screech is how these birds communicate, it comes with the territory.