Honestly I think the movement derives from using mover constraints, like LinearVelocity for dashing, VectorForce for stuns, AlignPosition & AlignOrientation for moving during skills, or even stopping mid-air in this case.
This could be unrelated but the new Roblox humanoid physics controllers could also help a lot for movement and air control.
Then I assume that at least one of each of their body parts are connected using stuff like WeldConstraints.
There are tons of tutorials out there to make these kinds of games, it is up to your own ideas and imagination on how you would achieve making the system in your own ways.