Training runs with new horses are typically done at night, with less traffic.

The crowds here are lined up to see the Changing of the Guard at Buckingham Palace, which happens every day (as far as I know.) It's a very popular tourist event there, so there's nothing unusual about that. But the video narrator, and others on X, were saying they've never seen anything like the three riders at the front carrying what looks like a black-sheathed flag.