Not a sax.
At 2:06 you distinctly hear a trombone slide being utilised, however, what's played after this - at 2:08 - is played in a register that is too high to be trombone. I'm positive it's trumpet. However - and very curiously - the trumpet player in this track is deliberately mimicking a technique that trumpet players have been practicing for decades - using a 'Harmon Mute' to alternately cover and uncover the trumpet bell, offering a 'wah-wah' effect. When I say 'mimicking', I mean that the trumpet player is not using a Harmon mute but using an electronic device to get the effect.
I'm positive it's in fact a trumpet that's been filtered through either a 'wah-wah' device or an Envelope filter. An Envelope filter will give a wah-wah effect, varied depending on how forcibly the note is played.
Wah-wah is most common on stringed instruments, predominantly on guitar. Listen to the opening riff of Jimi Hendrix 'Voodoo Chile' - this is classic guitar/wah-wah.
Typically in music, there are no 'rules' laid-out that say wah-wah must be used exclusively for stringed instruments, in fact, I have an acquaintance who discretely routed a microphone through a wah-wah pedal just prior to Bingo being called. Interesting... Also, listen to the Steely Dan version of Duke Ellington's 'East St Louis Toodle-oo'. The guitar player uses a wah-wah pedal to mimic a trumpet player's Harmon mute technique.
Rodrigo, it's trumpet, but not as we know it...
Nice track, reminds me of 'Being For The Benefit Of Mr Kite' by The Beatles.