I agree with Rob. I recently worked on a series of “Pony” shoe brand, marketing bits. We actually went to a green-screen studio and filmed a horse, jumping around, reering up on it’s hind legs, and the likes. The shots turned out great. Shadows did have to be touched up of course, as Rob stated.
Looking at the clips, I think that maybe some of those long shots, like the rock climber were done with parented images animated, as they silouetted and motion is minimal.