It's very odd to me that, here, I'd need to explain what a Lisp macro is.
Lisp macros are programs which extend the language. When the compiler encounters one, it gives the arguments unevaluated, and the macro can return Lisp code, which is just a list, the compiler knows how to handle, such as a function call or special form, or another macro.
Unlike C macros, which are mere text replacement, Lisp macros are arbitrary list programs. Since Lisp is based around manipulating lists, and Lisp programs are lists, it's trivial to write Lisp programs which write Lisp programs. A complex macro is comparable to a compiler.
Lisp has a special form, commonly called PROGN, which exists solely to evaluate its arguments in turn, returning the final, or nth, result. The purpose of this is simple: it permits writing code which shuffles code around or puts a sequence in a place expecting a single argument. The IF only takes three arguments, but we can get COND by using PROGN in the expansions. The reason C programmers write macros using while loops which execute only once is because C is a pitifully weak language lacking anything resembling PROGN, and they don't write complex macros anyway.
I didn't watch the video, to clarify.