"I'm guessing they're using some sort of bitcoin lighting network for such cheap and fast transactions" As I know, some crypto infrastructures, offer services,

"I'm guessing they're using some sort of bitcoin lighting network for such cheap and fast transactions" As I know, some crypto infrastructures, offer services, so anybody could use them, to create their quasi-own blockchains. For example, Ethereum offer such service. But they are not free, but cheap enough for NFT's or for p2p games. For about speed, Bitcoin last years implemented significant improvements, so their legendary slowness (15-30 minutes for transaction), is now history. Same happen with Ethereum.