They dropped some lore about the music video right before the premiere. The events of the music video are a possible future to a story we haven't seen yet, so we're seeing the narrative from the end backwards. Murdoc had visions and wanted to start a cult and talked everyone into it. They yassified Noodle or something in the video too, but the animated woman is her. The corpse that gets up that Murdoc kisses might be Paula Cracker though.

People think that Russell was possessed by Pazuzu also since he was kind of stumbling around