Hi, it's similar to railroad tracks, there are minimum radii, plus a lot of snapping features that can fight against you (especially after the new snapping guides added in the final game update).

But it's possible... Here's a screenshot with both vanilla roads and the TFMR mod shown in your video: https://imgur.com/a/GwAOEfw

In your case the game is trying to create a smooth join with an acute/sharp angle. That's a new feature that was added last fall, it wasn't possible before.

The drag direction is very important because it follows the snapping guide lines. Pull out from the intersection at 90 degrees / perpendicular to the main road and then move the mouse to make the turn. Don't pull out at an angle.

Ofc the interface is not perfect and often jumps the wrong way.

Holding C key can also help, it overrides (most of) the snapping behaviour.

Sometimes dragging into the intersection instead of out of it is also easier.

If the one-way road is facing the wrong way, just RIGHT-click the Street Upgrade Tool on it to flip the direction.

Thank you for your answer... this is really annoying, just does not work properly.
Nevertheless I think I am done with this game. Been paying this for many years, had to rebuild my map about 6 or 7 times because of performance issues, bugs and annoying stuff like this.
I am done with this game.