Oxalic acid vapour is still oxalic acid and will undergo the same decomposition reaction once it's temperature is high enough.
The reaction in the video is done in the presence of glycerol which catalyses the reaction - ie it lowers the activation energy needed leading to reaction at lower temperature. The product HCOOH becomes mixed with the glycerol and is isolated from it by distillation. That's got nothing at all to do with OA vaporisation in the absence of glycerol.
If the temperature of the oxalic acid vapour reaches the decomposition temperature, it will decompose to HCOOH and CO2. I don't care what Randy Oliver says (and which you quoted) about "any oxalic acid which has not yet sublimed", that is complete tosh. Chemical reactions are about the breaking and forming of chemical bonds and the physical state of the OA will have no bearing whatsoever on that.
The final CO and H2O are formed by the decomposition of the initially formed HCOOH at even higher temperature, ie the oxallic decomposes to HCOOH and CO2, the HCOOH will then decompose to to CO and H2O at higher temperatures.
Practically, though, the vaporised OA will escape quickly from the evaporator, cool and condense back to crystalline solid so there's not much time for it to reach the higher temperatures required for thermolysis. HCOOH formation would only be a problem if the temperature of the evaporator was sufficient to heat the OA above 190 °C before it escapes. I think this is possible with the Gas Vap, but probably not with the open-pan type cheap electrical evaporators.