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It looks to me like there are actually two separate slides, or alternately there is only one single slide that was reworked at some point. If you look at the video, you'll notice that sometimes the track they take runs in a "U" shape, and sometimes their track crosses over itself.But I agree with Anon, I'd love to have at least one try on it myself, and I'm 57.
depending on the weather conditions and snow density, they don't need any structure under the large looping part of the slide. If the people who made it have enough experience they could manage it by packing the snow very tightly as well as utilizing water.