Yes, she's the fox that leads Yone (or whoever that is) through the afterlife.
Edit: I think /u/TyKindred is right in that this video is actually a continuation of the Ionian legend in Perennial:
Long ago, the world was perfectly balanced. It was as an enormous tree full of life, with each branch, each leaf, each bloom carefully and thoughtfully positioned so that the sun and rain could nourish them all. The people, the animals, and the spirits were at peace. There was no word for “war” because there had never been battles or bloodshed.
One day, the Gatekeeper and the Collector crossed paths. The Collector saw how many spirits the Gatekeeper had led through the spirit realm to peace and happiness, and he grew jealous of her—
The Collector grew envious of all the spirits that the Gatekeeper had helped find peace, and so he ...