Clear heat shrink. Probably 20 or 22AWG. You can get a whole set of them at an auto parts store. Don’t use a lighter to shrink the tube, use a heat gun, or if you have no other option use a soldering iron.

The lighter will heat up too fast, and depending on the shrink rate will tear the tube, and you’ll damage the wire insulation.

I dont know what exactly they used there, but any kind of heatshrink tubing of the correct diameter would probably work. Its just a thin tubing that shrinks to something like half its original diameter when you heat it (carefully with a lighter if you dont have a heatgun) You can get those in any color or transparent if you want.