So we're seeing copper, and black residue from barrel fouling, aka. powder residue from inside the barrel's rifling. You should be able to wash and/or tumble most of the residue off the bullet and get something shiny out of it.
"The .416 Barrett cartridge is made by “necking down” a .50 Browning Machine Gun (BMG) round to accommodate the roughly .40-caliber bullet. It’s a relatively short, stout bullet that proved ideal for its purpose, Humphries said."
and:
"a 422-grain copper bullet"
There are many bullet designs and materials. Additionally, the cartridge powder load will matter for ultra-long range shots like this too, so knowing what brand of powder, model and how many grains would be helpful too.
A shot like this almost certainly used a hand-assembled, custom round. But the bullet itself is probably "off the shelf" and so would be the powder and case too.
The exact combination might be their "secret sauce" though... long range folks get weird about this stuff.
At this level I wouldn't be surprised if they did something ridiculous like CNC machine a copper billet bullet to ~micron tolerance/consistency.
That said, from the pictures they appear to at least start with a commercial or 'to-spec' round from the company Unknown Munitions.
I have a bunch, you can kick them out on a cnc lathe. Super easy. Not even cost prohibitive depending on how serious you are about ELR.
Taken from their press release here: https://nomadrifleman.com/world-record-shot/