The rocking is usually either a stress or fear type of motion. They will do this either when they are unsure of a new situation, not used to the people around them or maybe just overwhelmed by everything going on. Try to ease into new things. Reassure him with calm voices and praise, even a favorite treat may be some reassurance to help him calm down. The rocking on the door is many times simply what it seems, he may want out. They are definitely able to associate the door being open to getting out of the cage so if he is wanting more attention or simply more space to be out in this may be his way of showing it.
As far as the wood toys and attitude. Yes the Hahns macaw is definitely a large macaw in a little macaw body. They love destroying things and if not provided with enough toys will start in on whatever is nearest. I have seen them tear into the drywall around them leaving gaping holes when left to their own devices, usually that is when we are called to pick them up (sad but true!)
We make our own toys we usually use a mixture of woods but yes pine is usually a good one. Most fruit tree branches are good as long as they have not been sprayed or treated. An apple or peach tree branch would probably be well appreciated. Pine is a softer wood that doesn't last as long as some harder woods but definitely has its plus side. Many birds will not chew on the harder woods simply because they are harder to destroy. They seem to want instant gratification when it comes to destruction, if you can't destroy it quickly move onto something else, LOL!! We use mixtures of wood to keep them guessing. We might make a toy with some pine, some apple branches, some cholla cactus, and maybe some hard plastic toys all on the same strand of toys. This way they have something softer they can destroy instantly along with harder woods they may actually pay attention to then. It is definitely cheaper in the long run to get used to making your own toys!
You might also try some foraging toys. These would be like the plastic cage or cup type toys you hide bits of wood and treats in. It might be as simple as rolling some nuts into a piece of paper and placing it in or near the food bowl so that he has to chew throught the paper or at least work on unrolling it before getting to the treat. You can do this with many different things. We have B&G macaws who love destruction but foraging toys seem to help keep them entertained. With them the harder they have to work for it the better. We usually start by putting some nuts in a piece of paper, then this into a small box (maybe a poptart size box) then we put this box and a couple pieces of wood into a little larger box (maybe cracker box size. We keep building into larger boxes adding pieces of treat or wood in each outside box until we have maybe the size of a vacuum box or larger if we can find them (make sure if you hunt up boxes that they are safe, not from stores that use chemical pest control etc). Even though the macaws can chew through the cardboard quickly they seem to enjoy taking the time to check out the wood and treats in each layer before moving on to the next. This will usually last them a few days before it is into sawdust size pieces LOL! Another simple thing they love is phonebooks. You know the jumbo size yellow pages most people have so many of they constantly throw them out. Well we drill a hole through the middle and string it up by a stainless steel chain or sometimes just sit it on the floor of the cage (away from where they usually dirty the cage the most) they have a blast tearing out the pages and throwing them all around.
Good luck on entertaining him and great job on fostering!