The entire video from the rocket is online at nasaspaceflight.com.
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What happened?
After looking at the video, its clear that the thermal blanket did NOT detach (via velcro) on launch, it flaps around the engine for about 30 seconds, then the rocket exhaust suddenly turns right, then it appears to cartwheel into the ocean.
No pyros on the rocket for the range officer to destroy it, that is how it was built.
From the phase of flight it was in and your description it seems to point to a control system issue- Aerodynamic buffeting, hydraulics or ACS failure that the control system couldn't handle?