The video you've attached is pretty good at explaining it overall. The MAWS/DAS of the F-35 that was hit seems to have not detected the missile.

The discussion of the fact Iran may be using a solution that is a hybrid of a loitering munition and SAM is really interesting, because of the novelty and cleverness of such an innovation, as well as one of the biggest benefits I see is that Iran can put these into the sky while concealing or moving the launchers immediately afterward.