Good point. I'm not sure exactlynhow it could happen, but just from observing the video, I hypothesize that it's some kind of vortex caused by hot, and cold particles rapidly passing by each other in opposite directions.
Or, possibly some kind of vortex created by an electromagnetic(?) phenomenon.
Either way, I think it's a naturally occurring vortex of some kind, and not Cuthulu, or aliens sucking the energy out of the sun.