For me, after I get a dust launch in corner (usually something like *mixup connects* -> -K- run up 5P 5K 5S -P- 5D) my setup is pretty much the same:
you do j.HS j.D, -HS-, then the key part is jump cancelling the j.D for just a little bit before going into shadow gallery (8741236 S), and this is unfortunately very character specific. Some characters it's fairly easy to time (sol, O.sol, may + a few others), others you don't have to jump cancel at all (johnny + maybe a few others (anji?)), and others the setup is a bitch to get consistently.
TANGENT: just a note for consistency, I have found that sometimes trying to jump cancel after the j.D won't work if you were holding up forward between the j.HS -> j.D. Now take this with a grain of salt, but my theory is that when you do a dust launcher in Guilty Gear the game gives you infinite jump cancels until the dust hitstun runs out (e.g. when you hit them out of a dust launch really late and they recover normally rather than long dust hitstun, thats past the window). Now heres the thing, if you are holding 9 when you do the combo 5D j.HS j.D you aren't doing a regular chained j.HS xx j.D, the game is actually jump cancelling in between the two moves and there is a notable delay when compared to doing the combo and letting the stick go to neutral. This can mean that when it is time to jump cancel the j.D you might be outside of the cancel window due to this delay, and since j.D isn't jump cancellable outside of dust combos nothing comes out. So make sure you do 5D (9 to begin jump, but let stick go back to 5), j.HS, j.D etc
Again thats just my best explanation to a problem you might not even have so test it out yourself :p
To be honest, I just cut my loses on this and do the FRC every time regardless; you will miss your unblockable if you are off even slightly which is a huge deal, and to be fair its not often I find myself in this situation without 25% tension. Also, it looks damn sexy when you hit the FRC off this setup then go into flying --> swoop in with the unblockable without touching the ground inbetween. So it's a small tradeoff that saves the headache of learning and practicing all those setups. But if you are hardcore, go nuts!
I don't know the other setup in the video so I can't help with that one, but hopefully I've made a little sense.. Peace