Some of the photos in this post are taken by my lovely assistant Stevan, and are therefore blurry and terrible, but well-intentioned!
Make and attach the tail in the same fashion as the wings; first I made a flat shape of the darkest color, then poked feather-shaped layers of different colors on top of it. Once it was constructed, I poked it onto the kea's body, adding a bit more of the dark-colored wool to the underside to better blend it.
Make the legs out of wire. I used plastic-covered 22 gauge floral wire. Pliers help a lot here. Try to make it so both ends of the wire (which can be pointy) end up at the top of the leg. That way, when you're done, they will be hidden inside the wool.
Make a beak. I like working with Sculpey, so that's what I used; here it is fresh out of the oven. You can use whatever you want, though, really. Make sure that the back of it (the part that goes into the bird's head) is pointy, for easier insertion into the wool.
Paint it. My husband is a painter with a preference for acrylics, so that's what I used, because it sure beats buying paint. If you're using Sculpey, like I did, sand it ever so slightly first, with very fine grit sandpaper. Let it dry completely.
If you like the way your wire legs look, you can skip this step. Otherwise, cover the legs with something. I tried wet felting, needle felting, and covering them with Sculpey; personally I was not happy with the results of any of the above, so I covered them with paper maché instead. I used tissue and bookbinding glue, because it dries flexible, and I wanted the toes to remain as flexible as possible. Let them dry overnight, then paint them the same way you painted the beak (I, again, used acrylics, as they are also flexible when dry).
Make two flat, vaguely triangular shapes in the color of the feathers on your bird's thighs. The legs will be kind of sandwiched into these, so make them sturdy and fairly thick, but not TOO thick. A fluffy 3/16" (5 mm) is probably good. Lift your bird's wing a bit; the thighs will be needled under them later, so lift the wings enough for them to fit.
ADVENTURE TIME. Prepare your glue gun and your sense of self-preservation. Be careful around the hot glue, it can hurt you pretty bad!
While your glue heats up, double-check that the pointy (back) end of your beak fits into the bird's head properly. If it doesn't, adjust the face hole accordingly with your felting needles until the beak can slide in comfortably and fit snugly (if it falls out, it's too big, in which case add a bit more wool).
BE VERY CAREFUL HERE. I AM SERIOUS, DON'T BURN YOURSELF. Apply hot glue to the pointy end of the beak, then immediately stick it into the face hole, pressing firmly.
Next, check where the leg will go on your little triangular wool tortilla; the foot should stick out of the triangle's peak (see the photo). Apply hot glue to the top end of the leg (carefully) and quickly place it on the wool, fold the wool over the leg, and press firmly.
Do the same with the other leg. They should end up looking like this on both sides. UNPLUG THE GLUE GUN BEFORE YOU LEAVE IT!
Compact the wool a little, bringing some of it downward so it's a bit more padded and shapely.
Pin the legs to the bird to check where they look best, then needle them on. Once they are attached to the body, needle the wings down on top of the bird's thigh, recovering their original position.
HOORAY, A PARROT
Add details and whatnot as normal. Be gentle around the glue areas, as it may get in your way with deep stabs. If this happens, just change the angle of your needle until it no longer catches the glue. I have never broken a needle on dried silicone glue, since it is not hard, so don't worry too much! Just make sure not to hit the Sculpey or the wire.