This issue come up over and over. The factory software has (or at least originally had) the same issue. A comprise would be for the display to switch to the TX frequency when you key the transmitter with the CW key. At least people would get some feedback to know that is happening. I think Ian responded in a previous thread on this issue with a setting in his uBITX memory manager that would at least do the display the frequency on transmit. It may be in the CEC documentation, but I don't remember what it was.
If you try to set your receive CW tone to the same as the sidetone when you send CW, that will get you close. Better would be for the functionality to be included for everything to work how the video explains it. Adding a true zero beat function might involve a hardware change, or injecting the sidetone audio at a lower volume, during receive, with an added ?button.
Tom, wb6b