Take this one in now if you can, because if Wikipedia is to be believed, it “has never been released.”
I don’t know enough about X Japan to speak about them beyond that they are a Japanese heavy metal band with a tragic backstory that is documented in the film, We Are X (2016).
This particular song appears to have had three different versions made of it. This is the third one whose music video was recorded in Los Angeles and shot at Coyote Dry Lake in San Bernardino County, California.
Wikipedia says that Lynch also shot a commercial for the song shot on a beach in Malibu. To the best of my knowledge, the video below is that ad.
This is as good a place as any to mention that Lynch has had a career in commercials. My personal favorites are his own versions of the Taster’s Choice commercials, but in the Twin Peaks universe, with some of the actors from the show. I have included a collection of his commercials below, which includes the coffee ones.