MechEngr!
The tenons of the rotors in the brake unit engage with the keys inside the wheel hub. The axle does not rotate with the wheel/tyre, heaven forbid. The axle nut with thick, sometimes keyed, washer acts on the outer wheel half bearing inner track and through the wheel to the inner half bearing against a deep spacer on the axle. The hub cap does rotate with the wheel, on most older Boeing's there are 4 bolts securing it to a flange on the outer wheel half rather than a clamp.
Hub cap missing? in the photo the wheel on the parking lot has the inner half facing up.
The video misses a few essential points:
1) the old tyre is mostly deflated before the axle nut is loosened.
2) For just a wheel change, unless a brake rotor alignment tool is available the old wheel, after jacking with brakes off, is manually rotated and then the brakes are applied; this ensures the rotors have not dropped and resting only on the bottom wheel keys;
as said previously, the alignment without this procedure is fiddly and entails long strong screwdrivers manipulating each rotor segment inside the wheel hub.
3) If the brake was replaced, after fitting+ connections (self seal hydraulics) the alignment tool is used and whilst a mechanic rotates the tool with the rotors inside the brakes are applied.
4) I see they have the axle thread protector in place, with the wheel dolly hydraulically pumped up, the wheel should slide onto the brake tenons and then the axle.
Not sure the hub cap would hold loose axle nut lock bolts, some installations the bolts are from in to out and quite short with slotted and S/pinned nuts. But this position wheel, LH inner, is unlikely to loosen an axle nut, any small drag through the outer bearing to the nut would tend to tighten it!
Possibilities aside from missing parts: Over torque, leading to bearing over heat and seizure and then axle failure; axle fatigue failure; wheel spoke failure though picture does not support this.
Note: this is only a brief description to support the video.