Absolutely, yes! Birds' lungs are very sensitive to fumes of all kinds, chemicals such as cleaning products can be very dangerous. An empty Teflon pan will kill a bird in a matter of hours if left burning. Keeping birds by windows or in a drafty room is sure death. I suggest taking your bird to a vet.
Yes, absolutely. Birds have very efficient respiratory systems and are especially vulnerable to fumes. Paint fumes will poison your bird. You should immediately put the bird in a location with fresh air. You should take him to a vet as well, because there may already be damage done.
That would be a big yes! You should get that parakeet to the vet as soon as possible! Birds are very sensitive to a lot of fumes, including aerosol, ammonia, arsenic, bleach, bathroom cleaners, heated Teflon, wood preservatives etc. In case you have to use one of these, take the bird into a separate room and close the door.