Feather loss in conures, also known as alopecia, can sometimes be related to normal hormonal variations.
It's recommended to keep an eye on their diet, ensure it's varied to provide various nutrient, and give them opportunities for regular bathing and dust bathin for preening purposes (bathing and using provided dust may stimulate growth for featherless sections)
if conure is still presenting the excessive feather loss (bald) it would be ideal to bring the conure into an avian veterinarian with knowledge and experience working with conures specifically (if possible) They will perform certain test depending on what may help find an exact treatment option, for the feather growth to improve over time.