Normally I wouldn't waste my time with tinfoil hat stuff but Musk himself is supposedly claiming this. I watched the video four times and my guess was that is actually a bug close to the camera which explains the size and speed. If that was actually close to the rocket, it would have to be moving extremely fast and be rather large, something that would have been caught by other cameras.

Oh, come on. That's just a piece of his stupid rocket flying off. If it was a drone, it wouldn't be there
after the explosion.
Face it, Elon -- you can't half-ass your way to space, no matter how much you want to.