This looks so interesting. It seems to be some sort of music video? Especially the part when he's throwing that painting away and leaning against the window, weeping...Very powerful.:)
Some people accused Yoshiki of being overdramatic in this clip but like you I believe that at least some scenes are for a music video. We see the book (I think it is a book) throwing scene from different angles...which includes a scenes which was filmed from outside. So this scene was totally set up and filmed intentionally that way. According to Yoshiki the clip is from an ongoing film project "We Are X II"