Considering he lives in Ethiopia, he most likely got them from near where he lives. Or got someone locally in Africa to sell/trade/give them, or he drove to (what we in the U.S would consider) through "state lines" to find them. I don't know the ants of Africa at all barely, but considering Dorylus are found in Africa, he probably got them when they were moving nests. Or/and got lucky with finding a new colony.
His fourth video, it shows them all escaping and what appears to them quickly running out of room (no surprise considering their immense colony sizes). But, wow, those are huge queens (2 inches long he said in his video comments).
I never see Dorylus for sell on any site and a quick google search shows nothing at all, but I never looked that much into it. But, I don't imagine many people go out collecting them to sell on the ant market, and definitely never seen them personally on any ant store site. But, it wouldn't be like he would have that far to go, and they may even be where he lives. I imagine they'd be a VERY hard ant to keep though, due to how fast and big the colony would get. Even more of a severe issue than I personally had with Solenopsis invicta, which grow really fast.