I made the wands a few months ago back when I had first received the request to do this kind of video. I made the thicker wands (the elemental ones) out of construction paper.
First, I rolled them in cones. Next, I glued the cones shut with Elmer's glue. I then stuffed the cones as tightly as I could with newspaper, and sealed them with hot glue plugs.
I painted the cones the desired color, and let them dry. I then took the hot glue again, and made designs on them. After the glue had set, I used nail polish to paint the glue streaks. After the nail polish had dried, I applied Mod Podge to the whole length. On the blue "wand," I wrapped cray paper around and then Mod Podged the hell out of it until it was completely saturated. That one took the longest to dry.
I adorned them with glass gems (you can get at any craft shop).
The "Extravagant Feather Line" wands were made out of standard wooden chopsticks. I painted them, and then hot glued glass gems up 2/3 of the way.
The "Division 5" wands were also wooden chopsticks.
Or you can do the glue in layers and create depth. After the glue dried, I painted it with nail polish.
IMHO, the chopstick wands were much easier to make and appeared more "wand like."