At around 8:26 when the refraction is controlled with the depth slider... how do we get that sort of control if rendering with cycles?
Or if I don't want it necessarily physically correct do I just play with the IOR?
You can do things in Eevee that we shouldn't suppose to, so you'll get more ways to break reality in Eevee since it's all fake and simulated anyways. Cycles wont let you do most of those things or you'll have to find ways around it with nodes and stuff. But you get used to using each engine for its own purpose. In other words, you have more control in Eevee to break physically based reality stuff and much less control in Cycles since it's set for accurate reality representation out of the box.