I watched the video, then tried it out on an old platformer test I did ages ago and got it working in a couple minutes...
I cloned the playerimages object (that has all the animations in it). Renamed the cloned object afterimages, set its opacity to 50, and gave it the Fade behavior.
Then I added an event: playerobject Platform is jumping
then added actions:
playerimages Spawn afterimages
afterimages set animation to playerimages.AnimationName
afterimages set animation frame to playerimages.AnimationFrame
afterimages stop animation
afterimages Move behind playerimages
then added a subevent checking if playerimages is mirrored
then added the action afterimages set Mirrored
I found that made too many images (makes one every tick), so I added a delay variable to slow that down, which looks better. Setting delay to a bigger number makes less images...
if you want to create images while the player is falling as well as when he is going up (the second half of a jump is considered falling), then make the event where you check if the player is jumping an Or block, and add another condition checking if the player is falling.