It wasn't a double jump. In ZSS' double jump, the animation for the rolls/flips/turns (whatever you want to call them) is longer and she does 2 of them, and it makes a different sound than a full hop.
Like, at 3:20 when he's recovering to the stage with his double jump, pay attention to the sound it makes, as well as the animation.
Then, compare it to the actual shield-stun-jump at 3:23. Different sound and animation (only 1 flip/turn/roll).
And also, her double jump doesn't go that high, so even if it WAS a double jump, it'd still have been an extended one
SFP is right, her full hop gets longer when you jump out of shield-stun. Almost useless though.