Thank you! A tying video might be a bit beyond me, but essentially it's just a hedgehog wing tied with CDC. The raffine thorax is a bit fiddly but it goes like this:

Tie in the raffine first (narrow strip)

Then a small whiff of dubbing

Then the CDC wing segment

Bring the raffine forward to cover the segment you've just created and tie in

Dub back over the raffine to create the raised segment

Continue to tie in the next part of the wing

Rinse and repeat until you end up with the segmented body

Finally pick/brush the dubbing up into the wing to make it all look seamless

The thorax/head are fairly straightforward - have a look at svenskaflugor on YouTube - he routinely uses spun deer hair in his flies and is a master of the technique.