"There's no fluid or anything visible" Yeah, because u-joints don't leak, and internal breakages don't always break the case or the CV boot. The number of failures that result in oil pouring out are remarkably small. If I were to guess, I'd say it's a CV or the front diff sheared a couple teeth on the ring or pinion due to the traction control system. At the time of the failure, the t-case was locked so power was going to the front diff and the brakes were trying to manage traction. If both the brakes ended up locking down at the same time, something between the t-case and the wheels is going to go pop. This is why locking diffs > traction control; if you had a locking diff, the force would be released by the sliding tire, not by breaking parts.
This is why I had to stop watching TFL channels, they are good at reading spec sheets and towing tests, but they have almost no knowledge about basic vehicle system that aren't on the brochure. They launched their TFL motorcycle channel and it was just some intern who got his license a week ago reading spec sheets on camera. I'm interested in the post-mortem on this one, just for the sake of curiosity.