Everything here happened in the room
Liquid, smoke, sand and powder are not effects added later. They are events that last a fortieth of a second, lit and framed in advance, then repeated until one of them lands.
Why not composite it
Because the light would lie
A splash pasted in afterwards carries the wrong shadows, the wrong refraction and the wrong contact point with the surface. Nobody can name what is wrong with it, but everybody can see that something is.
Doing it for real costs attempts — often ninety of them for one frame. What you buy is not the shutter press. It is the set that made the ninetieth attempt possible, and the judgement to know which one was it.
Where to go next
Creative jewelry
The same discipline at ten times the magnification.
The studio
Who is on set, what the kit is, and how a project actually runs.