I really dont get how people change shaders and/or enviroments for a vid in the one replay. How does this work?

there is a command for it just look for some shader

Can you show us the video you are talking about? Most people just to extensive editing to appear as if the shader is changing in one shot. They just pause it, load a new shader and play again. But there is another way I know and this way you do record in one shot. Record the section of the window above the chat box, and while the replay is going on type the command to load shaders, and it is unseen by the camera, then load it.

it was muffindo's blood ties vid

Oh and by the way the command to load shaders is

/lws shadername.inc

You mean how they change the shaders during the replay?

I usually record the replay using freecam. You record said replay twice, one with whatever shader you want to use and then record it once again with another shader you want to use. Freecam is kinda helpful when doing this since it has a path function which makes the camera path go all the same like a million times 'til you delete all the keyframes. By using the same camera path twice you're able to make smoother transitions between the shaders when they change.

I think that's how it's done.

Read more about how freecam works here.