Thank you for sharing this performance footage of the routine. I am reading the Dai Vernon Book of Magic at the moment where this effect is explained by the Professor. Nice to see an actual performance of it.
Their really good version of the illusion is the brother impaling the sister on a broomstick, if anyone has it. They apparently did/do a routine with a 15-ft lance, which begs the question of how she got on and off the thing