That is really cool looking, It looks like shes braiding the middle section of her hair and the top layer putting it through the braid. I wish thay gave a front view.. cause idk how the other side is staying up unless you clip it.
That is called a waterfall braid. It's rather hard to do it on yourself, but it is doable, just takes a lot of practice.
probably a clip but ya i agree with you of what they did