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 pic

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/ https://obsproject.com/ ) which also allows you to stream everything, if you feel compelled.