African greys are now are a Cites listed bird. Unless no money exchanged hands at all and you were given the correct cites gifting paperwork signed by both parties then yes you have illegally purchased this bird. It can be confusing but ignore the commercial part here. Any baby African grey purchased since the order came in would need to have paperwork. Bow obviously if you've already owned your bird for 10 years beforehand then you do not require any paperwork unless you intend to breed or sell your grey. Anyone purchasing a grey since the order came in must make sure the bird has been registered before they purchase it. As you bought the cage and toys then yes you have been tricked and you have in fact purchase the bird itself. DEFRA are not the correct department to be dealing with here. And I would advise contacting cites themselves by phone and explain the situation. No one is saying they are going to take the bird off you. However you are much better off being honest and ask them for help in getting your little one registered not only for now but for the future so you can prove you got the situation sorted and your bird is now legal. No one knows what they are going to do in the future but at least if you already have the paperwork and have him registered then you don't need to worry about doing it later on. however should you ever decide to sell you will need to register your grey beforehand.