By chance I came across this. I had written another piece here.
I haven’t heard of anyone who ties their tzitzis this way. I had asked one of Rav Schachter’s sons but he hadn’t got back to me. His father just went on a Heritage Tour of Morocco where he gave six shiurim on Morocco depending on where they visited. Unbelievable. I will have to find time to listen!
Here is the video. Enjoy.