They state in the video it is the run stitch. They just have it zoomed in and showing in True View so it looks thicker.
The fill is a tatami fill. Looks like they have one of the tatami patterns and changed the stitch angle. Again, they are zoomed in so they look thicker.
Not really. Suggest you try the different ones and see which one you like. The thread can make a difference also, so even if you use the exact same settings, but use a different weight of thread it could look different. It's best is to test a few samples and find what look you like with the thread you have.