This would be just the rotating part of the generator. The rectangular attachments are probably temporary to provide lift points at the destination. Imagine the size and precision of the bearings needed to hold this. At that weight and length, I assume it has the turbine as well as the rotating coils. So some of the bearings have to be thrust bearings.
Note the tillerman at the rear of the rear unit to steer it around curves.
Screenshot at 1:05
As a comment points out, there is at least one more over-sized load in the background. But that load fits in one lane. Nonetheless, it is good that they are tying up traffic just once.