You're right about Monument Valley and about half the images are DVNP. Other locations are the snowy Sierras in Owens Valley near Lone Pine and the cloud-shrouded Vermilion Cliffs in UT. Amboy, CA is the site of the lenticular clouds. The opening shot is Canyonlands NP and the closing shot was made along the Burr Trail at a boondocking location so perfect, I've returned there twice.
FWIW, the editing software I used, Blackmagic Design's "Da Vinci Resolve", is free. You do need some pretty hefty computer horsepower to run it efficiently with live video, but with still images like in this project, it's much less resource-hungry. Windows, Mac and Linux. Extraordinary value at that price.