i run a similar account, the font you're seeing is the default twitter font, most will type out their captions in twitter and screen shot from there, then use a photo editing app or computer to compose the image, hope that helps (there may be programs that offer the font that twitter uses but as of right now I'm unaware of any)
my best bet is either an app or video editing software where they can overlay pictures with video. screen shot your twitter caption, overlay the video on that picture and voilaI thought it was the twitter font. But how do they do it to videos? I mean you can't screenshot a video. And how do they add their watermark?