There's other options depending on your o/s, but these days I only use OBS, which is cross platform and free. It's really designed for streaming, but also works super well for recording. It's what I used to record the course videos, and makes combining different audio and video sources really easy and flexible.
Yes it seems to work well for some, and blackhole well for others. For people new to audio routing on the mac, I'd probably try blackhole first as recommended by @tedthetrumpet, as it seems better maintained at the moment.