Harpo Marx videos (Couldn't resist)

Does anyone know: In the second video, what scale or mode does he change to at around 1:36? He actually moves into it a little earlier, I think during the tremolo, but it becomes more obvious when he moves into playing lines. Is it the harmonic minor? (1 2 ♭3 4 5 ♭6 7 8)

Not sure I understand how the harmony works, in any case--He seems to  still be playing I vi ii V or I vi IV V.  Maybe I'm trying to understand something that needs little understanding. Is he simply playing the same fundamentals as bass notes, and changing the scale? Or do you have to make other adjustments? Obviously, some clashing notes would have to be avoided if playing chords beneath the altered line, but I'm wondering if there are generally accepted principles for substituting chords in a I vi ii V or I vi IV V progression with a harmonic minor scale? (Assuming that I'm hearing that scale correctly as the harmonic minor.) Again, clearly, one alters the chords to avoid clashes, but is there more to it than that?

Edit: Playing around, I found these changes that seem to work behind a harmonic minor, to my ears:

1.

i \ v#half-dim\ ii \ V7
Which in the key of C would be:
C minor \ G# half-dim \ D minor \ G7

Seems odd to substitute a G# half dim for the A minor chord, but it seems to work.

2.

Just using the III7 as a substitute for the minor 6th chord. Not using it conventionally as a secondary dominant before moving to the A minor chord, in other words, but instead using it as a substitution, since the third of the III7 chord is the flat 6 that is part the harmonic minor scale. Thus, in C minor:

C minor \ E7\ D minor\ G7

Or: C minor \  E7/A  \ D minor \ G7   (In other words, play the A in the bass on the E7 chord. On guitar, this voicing may  sound best if the high B string is left unfretted. So, instead of doubling the 7th with an open D string and the 2nd string playing D, just play the open D string and leave the B string untouched to play a B.)

Edit 2: Sorry to drag this out, but after a little more research and listening, I'm wondering if it might be what is apparently called either a "double harmonic minor scale" or a "Hungarian minor" scale," which has a raised 4th along with the other altered notes:  C D E♭ F♯ G A♭ B. See: https://en.wikipedia.org/wiki/Hungarian_minor_scale