Where did Monty Python's dead parrot originally come from in the "Dead Parrot sketch"?

The "Dead Parrot Sketch", alternatively and originally known as the "Pet Shop Sketch" or "Parrot Sketch", is a sketch from Monty Python's Flying Circus about a non-existent species of parrot, called a "Norwegian Blue". A satire on poor customer service, it was written by John Cleese and Graham Chapman. The sketch portrays a conflict between disgruntled customer Mr Praline (played by Cleese) and a shopkeeper (Michael Palin), who argue whether or not a recently purchased parrot is dead.

Mr Praline (Cleese) enters the pet shop to register a complaint about the dead Norwegian Blue parrot (actually Spix's macaw; parrots are not native to Norway) just as the shopkeeper (Palin) is preparing to close the establishment for lunch. Despite being told that the bird is deceased and that it had been nailed to its perch, the proprietor insists that it is "pining for the fjords" or simply "stunned".