Tough one, I'll guess Galatheathuria, a synallatid noted for swimming that is similar to Paelopatides that does escape swimming. Digital video can do strange things to dark images. I do not know if the "velvet-like" texture is real or artifact.

My quick guess is Laetmogonidae: 1. Papillae tips bending in current. 2. Notice scattered small circular "warts" on body wall ? Those might be clusters of wheel-shaped ossicles.

It's hard to tell in still images if papillae are soft or rigid. You get a few more hints from the videos. Pannychia and other Laetmogonids are long and have similar looking papillae but are on the soft side.

When dorsal and lateral papillae look long and stiff the animal is usually in the family Deimatidae. There is a parchment-like layer of spicules in the skin.

Fascinating interaction, but there isn't much "sea cucumber like" about the prey item except maybe 2 longitudinal muscle bands.