I can't be done with watching the whole video, so I don't know exactly how Heartbeast has implemented it.
If it is an exact shadow of the player, but skewed, then using draw_sprite_pos would probably be how it's achieved. It allows you to set four draw points, and by using lengthdir_x/y to define these points you could rotate them around an object. This works on length / angle, so to skew the drawing you would use a length shorter than the sprite height, and set an angle that's appropriate for your "light" source. By setting the sprite to c_black it would be drawn as totally dark, and then changing the alpha setting would make it more, or less, transparent.
Something along those lines...(I think - that's off the top of my head!)
Edited by johnboy, 28 March 2016 - 03:56 PM.