The bit I watched had a few really interesting moments where the pipers faded out and there was a snare solo which then faded in to phased echoes as from the surrounding buildings. All nicely done. Helped me appreciate it as a piece of experimental theatre.
Sounds like a mix of placed mics along the route with travelling mics, dynamically mixed as required.
The church sound was glorious. I definitely want a choir and horns for my funeral. So much better than the fumbled hymn singing at most that I've been to.