As you say, rhum arrangé is traditionally made at La Réunion for centuries, you find a lot of varieties in every house and bar, as many recipes as different families, always with Charette traditional rum (the cheapest one, and 49°).
Madagascar and Maurice sell some ready made bags to prepare R A, but it is not really a tradition there, as well as in French West Indies by the way.
You can do your own with some good stuff (and patience) you find here :
http://www.fleurdestropiques.net/Rhum-Arrange.htm
http://reunionboutik.com/shop/catalo...m=ecid%3D68%26
if you can read french, there is a website dedicated to R A with tons of recipes :
http://www.rhum-arrange.fr/
ps In the video the oranges are picked with local coffee beanss (44) and other stuffs, but do not touch the rum.
Else,I'm unsure i'd like to taste "rhum couleuvre" rum-snake. (as in Sologne they put a viper in the marc bottle...)
In any case prefer not too ripe fruits, and don't leave cinnamon for too long as it woul overkill the other tastes.