It would be easy for dun to 'hide' on a cremello, and possibly even on the cremello's sire and dam (even if each was only a single cream dilute). So... it is possible.
It's hard to tell from that one picture, but that horse looks potentially like a classic champagne (black + champagne). That can happen if the cremello dam was actually a pseudo-double dilute (cream + champagne instead of cream + cream, although she could also be cream + cream + champagne)
Have you seen the horse in person, or gotten other photos? I'd want to see other dun factor markings before calling that horse a grullo.
ETA- Looked up the video on YouTube, which is in a poorly lit arena so doesn't help determine if there are dun factor markings, but the video description calls him a buckskin