This is what the director of the video said about the concept in 'behind the scenes'-program as I can recall it:
"The concept is that Tupac is so powerful individual... ...such a impact towards his music and controversial views that he's really not dead. What we have done is taken the incident after the Vegas shooting and left a posibility, how small it might be that he's still alive. He's in New Mexico, special goverment organization kind of protected him, medically took care of him, that he was able to somehow survive and take a journey, which this video is all about, go to a different locations, meet a different people, kind of touch of them, powerful but subtle way."