Yep been through that very intersection many times in my visits to Las Vegas. Recognized that intersection right away. Just past the main strip, towards the old strip & Strat Tower.
Intersection = Las Vegas Blvd & Sahara Ave.
You can see part of the Las Vegas Stratosphere Hotel Tower behind him, when he is ranting.
You can also see the Sahara Speed roller coaster & NASCAR Cafe, when he is beating the car up.
Yep, I also Open carrying when I'm visiting there. Confirmed it with an LVPD Officer @ a 7-Eleven, asked him what the legalities were for Cali folk visiting and he was all cool about it.
We were at the SOF convention for a couple years in a row (1990s), and a lot of folks were carry AW for the 3-gun match and the huge gun show at the Sands Convention Hall. I also remember carrying our AR15s through the Sands Casino Lobbies to our rooms years ago. We did get some looks, but we cleared it with the front desk.