(I didn't see the crosshair)
As for the purple stuff and maybe the crosshair too you would just need a program like final cut or something and then make an image in photoshop with the right dimensions and stuff with low opacity and just overlay it ontop of the video. Its hard to explain but not too hard once you figure it out.
I didn't have much time to watch the video so there is a quick idea of how they did that.