"Q" is the bandwidth of the selected band -- how wide a range of frequencies will be affected when you boost or cut the selected band. Q is not specifically related to the last [purple] band, it's part of the three numerical controls for the currently-selected band -- the numerical display for Q just happens to be on the right side, under the default position of that purple dot.
Clicking in the shaded area is the same as clicking on the dot for that band -- it selects that band. And if you don't want to drag on the numbers you can just drag the dot [or even just drag in the shaded area], it's the same thing [you'll see the numbers for the currently-selected band changing when you drag on a dot -- as you noted dragging left/right corresponds to frequency, dragging up/down corresponds to gain [boost/cut]].
In the video you're dragging the Q for the band that corresponds to the blue dot -- there's very little boost in that band so you can barely see what it's doing, but I can see that band getting getting wider, so it's working as it should. Then you must have let go of the mouse button when the cursor was hovering over the purple zone so you [accidentally?] selected the purple band.
While you're playing with the EQ are you actually listening to the effect it's having on the tone of that track? -- in the video the transport is not moving.. Maybe it'll make more sense to you if you're hearing what it's doing as you're practicing adjusting it, after all that's the whole point of EQ -- there's no point in just playing with the controls visually, it's not about shapes and graphics but about the tonal changes it creates when those controls are adjusted..