This doesn't conclusively demonstrate that; an intercepted missile or drone can still easily go kaboom when the pieces hit the ground. The footage has a building between the explosion and the camera.

> Independently confirmed, or claimed?

There's at least photos of an apparently-downed Khinzal. There are no photos yet of a destroyed Patriot.

The best case you can make for Russia is that the Kinzhal developers actually did commit treason but in a way that was unrelated to the Kinzhal missiles not being effective which is… laughable

It can be very difficult for radars to track objects coming in from a high angle of attack and low angle of attack simultaneously, so IMO the failure to intercept makes more sense from that perspective as well.