Hi Alex, that seems to be using the regular Loft command, which you can find under Construct > Loft.

As far as I can tell the "Loft 2" mentioned in the video title just means "this is video number 2 in a series of videos".

For example, the next one is titled "The Power of Loft 3": https://www.youtube.com/watch?v=dYcDbcM60E4

It looks like he uses Array Curve first to make copies of the curves along that path first, that's under Transform > Array > Curve. He's using a bunch of shortcut keys to trigger those and so that can be a bit hard to follow.

- Michael