Yes it's a bagpipe. It's called Mezwed here in north africa. It's made of a single goat skin, although it's not hollowed out, the animal is skinned normally but carefully as to not leave holes or thin sections. Then it's stitched back to the shape of the bagpipe.

https://en.m.wikipedia.org/wiki/Mizwad

I noticed it was a bagpipe but wondered if it is a single animals skin, or generally how was it made?

Generally you hollow out a goat, then stick blow-pipes, chanters, drones or stitch closed the arms and legs.

I don't know what kind of pipe this is, but compare to the French Bodega and Bulgarian Kaba Gaida.

https://en.wikipedia.org/wiki/Kaba_gaida#/media/File:Bulgari...

https://en.wikipedia.org/wiki/Bodega_(bagpipe)#/media/File:B...

It's probably a goat, maybe a sheep. But yeah, I've seen (and heard) a bagpipe made out of a single goat skin. It was Bulgarian, I think. The skin seemed completely intact, except for where the head and feet were replaced by pipes.