At 10:40 when making the extrude I get a different result than the training. 
You can see at the corners when pulling in I don't get the clipping I would expect but instead there are these triangles created. Also if I hold alt while dragging in the extrude I don't have some of the same alignment issues you later address.
I assume my best option is to try to merge these verts by hand?
Hi Josh FullStacking ,
That has nothing to do with a difference between 4.2 and 5.1, but with you having made a (or more) mistake(s) along the way.
Now I don't know exacvtly what you did, but if you, go back to just before the Extrude and then Select everything (with A) and M > Merge > By Distance.
Then it should work fine.
If you can't go back, you'll just have to fix them by hand, like you say.
My first guess is that you are in edge select mode instead of face select. Also possibly double vertices?
I tried to reproduce and indeed it must have been something I did along the way, not seeing the same effect the second time around.
TIL: There is a visual undo history in the edit menu. This is going in my quick favs.