You haven't actually linked to the video you're referring to, but I would assume the intent is to hold down at least one of those keys.
Your keypress actions are using the "Press And Release Key(s)" option, which, as the name suggests, presses, and then releases the keys.
Holding down a key means not releasing it, so for that you'd want to use the "Press Key(s)" option.
Do note that any keys set up to be held like this will be held indefinitely, and must be released explicitly, E.G. by pressing and releasing the physical keys, using a keypress action with the "Release Key(s)" option, or by force-stopping all commands (E.G. using the button on VoiceAttack's main window), which will release any and all pressed keys as an emergency measure