There doesn't seem to be a difference in a shape of triangles (that's how they mention them in the video) seen in Dark Azure as well as Dark Blue colors. However there are two shapes - bigger and smaller triangles. Smaller triangle's edge is half the length of bigger one - you can attach two of these to bigger triangle.
Larger one requires parts listed below. I didn't include half bushes seen in some images (funny thing is that half of same assembly had them, while the other didn't) as they put too much stress into assembly. It is also worth mentioning LEGO used a lot of parts which cannot be found in any of sets.
Smaller one needs these:
Then they are connected together with either of two following parts (both seen in use). First one is made of rubber so it allows some twisting and stretching which is what allows the skin to take shape.
Warning. I've built both versions and some parts here are a bit stressed (definitely illegal connections involved) which means they could deform over time.
Note. I've missed 3 pieces of 3L half thickness Technic beams in smaller triangle in my assembly to cover some axles, however part list has correct amount.