No, he didn't say that. It is very easy to confirm exactly what he said. Listen to the very short interview with him.
"...spinning and going in a westerly direction." He also says "...it continued up into the sky and finally disappeared." If it had been approaching him, especially for a landing in LA, it should have been easy to see as it got bigger and descended.
That would be 35, 42 or 62 miles away. Take a map and draw 3 big circles around his helicopter's location as he was filming. Depending on what he meant by "horizon" (which is dependent on his altitude at the time) he says the "big plume looked like it originated beyond the horizon".
You can look at the video to get yourself oriented. The highest peak in the Santa Monica Mountains is 3111 ft. Quite obviously if he's South of the Santa Monica Mountains the horizon is pretty darned close to him. He also has mountains to the East, and at a substantial distance to the South.
It is to the West that he has clear access to a reasonably distant "horizon". In fact, the New York Times quotes Gil Leyvas as saying that he spotted the phenomenon northwest of Catalina Island as he was shooting the sunset from the helicopter about 5:15 p.m. November 8.
So, the guy doing the shooting says "NW of Catalina", not from the NW which would be beyond the Santa Monica Mountains from most spots in LA county (even Palos Verdes). He also says he was "shooting the sunset", and the SUN sets in the West, by SW, this time of year at that latitude.
I don't think there's any question about it ~ he was looking West and filming a phenomenon NW of Catalina. That's what his video reports as well ~ once you get yourself oriented with respect to where the Sun is, where Catalina is, where he is.
It GROWS, then, from West (the area he's filming) to East, where he is, where Los Angeles is.
Simply excluding the areas Gil is saying he was not filming, it's pretty obvious he means both "over the horizon" and "out to sea". If he doesn't mean that, then why does his film show that?
Which means he's shooting a phenomenon where the Sun sets (that's West) and it's coming in from beyond the horizon (that's West) and it's NW of Catalina Island (which is still West) and then he says it's "going West" (which is bizarre.
He is describing something coming in from the West then going back out West.
Might be time to quit trusting this guy to fly a news helicopter around Los Angeles eh.