Those are probably still shots/Promo shots or just plain cel shots.
The cape, as you can see, was done with blackout (like green screen) and in DL2 it was done with a blue cel instead of black (I think in DL2 at least some part of the effect was done by computer and not by hand).
From what I have heard, but I could be wrong, the cape and sparkle effects were filmed separately and then overlaid on the original footage.