Soft spoken people selfhosting down-to-earth videos without asking me to like, subscribe and send my left b*llock to Facegoogle is everything I want from the 2020's. Bonus points for old Macs.
There's a ton of ways it could be done. Looks like a camera pointed right at a monitor, and a webcam recording him. You can have various display sources and picture in picture looking stuff using an app called OBS ( https://obsproject.com/ ) which also allows you to stream everything, if you feel compelled.
He talks in the intro video also linked there that he's trying to get a better set up to directly connect into the screen but for now has to deal with looking through the screen on his phone recording the Mac.