Ok, I've taken a look and I can say that the way this tutorial has been edited, it can be very confusing.
At exactly 1:29 (time) he creates a shape that already has the blend mode set to Multiply and the Opacity set to 79%......
View attachment 59383
This will not happen when you create your shape layer. It will be at Normal blend mode and 100% Opacity.
True, he goes on tho explain this, but it's very confusing.
Me personally, I would just use a "Solid Color adjustment layer" (Color Fill).
Click on the lower icon from your layers panel, and then the choose Solid Color...
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This will create a new "Solid color Adjustment layer" and the Color Picker will also pop up so you can choose the color of the adjustment layer.
In the Color Picker, enter his suggested RGB (40,56,79).
You will now have a layer that looks like this..
View attachment 59385
Now set this adjustment layers blend mode to Multiply and the Opacity to 79 (or whatever you want).