Create overlay animated gif from youtube video stills on Windows 10 with freeware

I have a one-time need to create an animated GIF overlay on Windows from a
YouTube animation. I just did it the first way I thought of doing it.

I just ask your advice on how to improve the process using basic freeware
on Windows.

1 Here is the original youtube video animation.
"https://www.youtube.com/watch?v=8pSayVWAVgI"

2 Here are a few hundred same-sized JPEG screenshots every 1/10th of a
second using Irfanview freeware automation on Windows.
"http://oi64.tinypic.com/28tl6k2.jpg"

3 Here is the new layer that will be overlayed onto each of those JPG
screenshots drawn with Paint.net freeware.
"http://oi66.tinypic.com/309u074.jpg"

4 Here is that same overlay file with the underlying layer removed so the
only layer left is the red lined boundary PDN file I want superimposed on
every screenshot (this file is a GIF only because the PDN would not
upload).
"http://oi63.tinypic.com/2zodfso.jpg"

5 In Irfanview batch mode, I use "Add watermark image" to batch overlay
the single-layer boundary.pdn on top of every screenshot JPG file.
"http://oi66.tinypic.com/rseec1.jpg"

6 Assemble the JPGs into an animated GIF using ffmpeg from Imagemagick
freeware on Windows.

The convert command on Windows doesn't seem to be from Imagemagick.
https://stackoverflow.com/questions/...of-jpeg-images
https://stackoverflow.com/questions/...-stack-of-jpgs
c:\ convert -delay 15 -loop 0 *.jpg animation.gif

So I'm stuck using ffmpeg which is from Imagemagick.
c:\ ffmpeg -f image2 -framerate 9 -i *.jpg out.gif

The last step is the part that isn't working since the files aren't being
found and all the help uses confusing %% syntax.