Strange Raptor Phenomenon?
Congrats to Tom Reed

Mystery Solved

We agree with the commenters that this is a Saffron Finch....

Flo Rutherford writes: I did some googling and figured it for either a saffron or an orange-fronted yellow finch. They appear to be similar, but maybe the saffron is more likely to be found as a pet. The little guy has been gone for several days now, and a Cooper's Hawk has been hanging around. He disappeared and returned before, so I'm going to hope that he decided to find a safer place to feed, rather than that he became a meal. No feathers...