Captain (Lost in Time)

Captain was a pet parrot owned by the Shopkeeper, self-described "servants of the Universe"

Biography
The Shopkeeper often talked to Captain while observing Sarah Jane, Clyde and Rani through his crystal ball during their quest though time. When Sarah Jane and the others returned, it was suggested that Captain was the one who had arranged for them to go on their quest, implying that he was more than an average parrot. (SJA: Lost in Time)

Captain was seen with the Shopkeeper when he appeared in Sarah Jane's attic to confirmed that he who dropped Sky off. (SJA: Sky)