SpaceX just released this high-speed footage, writing in the comments:
Missions in order of appearance: May JCSAT-14; July CRS-9 launch, stage separation, engine plume interaction, and re-entry burn; December 2015 ORBCOMM landing burn; July CRS-9 landing burn.
Matching the video fragments with that description, the fragment from 0:37-0:50 seems to be the engine plume interaction (the next fragment 0:50-0:55 would then be the re-entry burn):
What is that, actually? What interacts? The two separating dots are obviously the upper and first stages, but what are the filaments/fumes?