Electric guitar...

The problem with using a delay/loop for "No One...''' is that the guitars have totally different tones and play oddly timed parts which overlap.
One is clearly very clean and possibly acoustic.
The other either heavy overdrive or mild distortion.
Operating the delay and the channel/distortion at the respective proper times will be challenging to say the least.

There may even be three guitars in that particular passage.

If you can do it, I'd love to hear it.

BTW- thanks for posting that link.
I haven't watched it yet but I will.
Perhaps that will reveal the secret.