That depends.
If the actual Henley recording was used and the parody was just in the video itself, then it is a copyright infringement. If the song was changed and made into a parody, then it is fair use.
I have a feeling that the actual recording of Henley's may have been used. If so, then DeVore could be in a load of trouble.
Doesn’t Limbaugh use copyrighted songs on his show? I know there was some stink about the group that does his opening theme (was it Chrissy Hyde?), but it didn’t go anywhere because Limbaugh pays royalties for its use. I thought there was some legal way around it. If you pay for it, you can play it. Something like that.
I haven't seen the videos but I think you are correct if that is what happened.