Is it me, or is this (while quite cool) not puzzling at all?

"Sailing" directly downwind, faster than the wind speed.

It's a cool vehicle, but there is no puzzle or paradox here, and it is not sailing downwind. It is powered by a propellor/windmill, the movement of which is perpendicular to the wind. A propellor is not a sail; in as much as the blades are analogous to the sails of a windmill wings of a bird, they're moving perpendicular to the wind, not parallel to it, and there's nothing particularly odd or counterintuitive in the idea that you can move faster than the windspeed when you're travelling at an angle to the wind - nearly anyone who sails on their local reservoir has probably done so, on a reach on a light wind day.

I think the thing that is confusing all the amateur physicists and which accounts for the slight does-your-head-in effect of the video is that when you look at the vehicle, you sort of want to consider the plane of rotation of the propellor as if it were a physical object that the wind was blowing against, analogous to a sail. But it isn't; all of the wind power in this thing is perpendicular to the direction of the wind, not directly downwind. It's moving directly downwind under wind power, but it isn't sailing.

Update: Looking at that comments thread, the other thing that confuses people is that the propellor is a propellor, not a windmill - it isn't being turned by the wind. I have made a strikethrough above accordingly.