At 3:40 in "Modeling Wall Sections" you do an extrude of a vertex out to form a corner that isn't there. It appears you are using "closest" as the snap target, "vertex" as the snap element and constraining it to the appropriate axis. It snaps perfectly in place for you when you seem to be putting the snap cursor on the other corner vertex. I've tried to duplicate this many times but the vertex snaps seem to be random and there is no snap circle if I put it on the corner I'm trying snap to (on the parallel edge).
