There's something you're missing: video is being used as a mass noun.
Omitting the article invites you to think that there is some amount of video "footage", measured in total minutes, not a single "video".
You can do this with many nouns in English that are primarily count nouns:
Let's get a pizza! / Let's get pizza! [The latter doesn't specify how much or how many.]
Biblical scholars study a lot of texts [specific written documents]. / Seneca the Younger wrote a lot of text [all of Seneca's writing imagined as if it were a sort of liquid, not distinguished into separate documents].
You can't do this with most nouns, though:*
Let's hail a taxi. /
Let's hail taxi. [Sorry, no one uses "taxi" as a mass noun.]
Let's read a book. / Let's read some book. [With a mass noun, "some" means an unstated amount of it. But with a count noun, "some" means an unstated particular instance. "Some book" means roughly the same as "a book".]
I don't know of any rule to tell which nouns you can do this to and which you can't. Somehow, though, when I hear a count noun used as a mass noun for the first time, usually it sounds natural. I think there are just a lot of rough categories, familiar examples, and customary ways of interpreting a count noun as a mass noun and vice versa.
By the way, if they wanted to refer to a single video, correct grammar would be a video, since the video has not been mentioned previously.
When they refer to it later (in parentheses), they do refer to it as "the video". "The" can refer back to a previous count noun or a previous mass noun, so "the" alone doesn't disambiguate. From the time markings of 3:28 and 3:40, though, they're clearly referring to a specific video. So, they could have said "In a gruesome video", and indeed the writing would be a little clearer and smoother if they did. It might even be a typo which just happens to be grammatical.
* Well, you can do it to any count noun but often the result is strange or poetic language.