I am sure there are difference in the behaviour of the different species, – I experience that too.
F.ex. my P.nagyi’s seem quite bold and not shy, whereas the harveyis seem to be much more ‘secretive’. A pair of p.harveyi can sometimes be in a small tank and I really dont see them, they keep to the back. But then again, I also must say, that when I put my excess p.harveyi males in a bigger tank with circulation and some small boraras, then they are not as shy. So I think it can also have to do with the way they are kept, or the influence of dither fish.
The P.nagyi – my experience with those are that they are not timid, – and the males are very eager and as I described above ‘bold’, – very charming, always on the look out for a female. They remind me – in behaviour – a bit of the P.parvulus males – these I find also very eager and not so shy as I first assumed.
I havent found that there are so many diffencies regarding the preferred place of nest-placing. My paros – whether nagyi or parvulus, or harveyi have sometimes used pre-made caves, at the ground, or at the surface, – to me it seems rather individual where they choose to build the nest.