The SDO is the Solar Dynamics Observatory, which is what was being launched.
A sundog is that rainbow colored bright spot in a cirrus cloud to the side of the sun. It's caused by flat ice crystals which float more or less aligned the same. When the rocket's shock wave passed through the cloud this alignment was destroyed which also killed the sundog.
That "spike" effect at about 11 o'clock of the rocket as it passed through? I have no idea what that was!