Looks like it's just braided to me. You could tie a temporary knot at the end of your sections and then untie them after you braided. Or maybe wrap the yarn around something the right size, knot the ends and then braid. It might be easier to get all the yarn the same length that way.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
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IngridKH on Ravelry