1. Do you know what software is that? (I think it is not OBS)
  2. Could OBS can be setup like that?

Edit:

  1. change video link with image. The video is https://www.youtube.com/watch?v=WLWCTjkmxgM
  2. question 1 has been answered by @governorkeagan@lemdro.id and the answer is here, Loom
  3. question 2: OBS can be setup like the screenshot. Answered here by @theherk@lemmy.world