Seeing that shock wave is amazing! So is the reaction haha, I wouldn't be surprised if they are crapping there pants at the time but imagine the amount of natural pressure build up inside that volcano to produce such an eruption.
I guess it's not directly the clouds, it's a Sun Dog. There's another nice video showing the same scene.
However, IMO the nicest visual demonstration of a shockwave is the Prandtl–Glauert singularity (known as vapor-cones) https://www.youtube.com/watch?v=QjpikTn2qAk