HMC into Diagonal Dash in One "Fluid Motion"

I just started DL recently. So I watched a tutorial on Movement and saw this combo. It looked smooth and was in one "fluid motion". There wasn't any pauses or cooldown between each step.

The Combination:
1) Jump (from higher ground or rooftop)

2) Heavy Melee Cancel with Fleetfoot (to get more horizontal distance)

3) After using Fleetfoot, instantly transition into a Diagonal Dash
(more distance but in a different direction)

4) Slide to carry the momentum of the movement.

Steps 1->2 and 3->4 makes sense and is easy to do.

But I can't replicate steps 2 to 3 (the ability to HMC right into a Diagonal Dash).

Did the recent patches remove this movement possibly? Or, maybe the tutorial wasn't good at explaining this? lol