If you look at the fourth picture, there is a one-block gap between the lava and water, where glass would fit. So there could be a hollow glass sphere filled with lava. Then he could have put a bigger sphere around that and filled it with water.

You can tell that the lava is not still lava, as it is is flowing downward in the pics, and then is stopped by the glass.

yaitsbilly was this made on the server and who made it? btw its featured on the project list