Answer to question 1: music videos actually are "little" movies, which tell a story of the song, if you will. If one notices in the making of a video, there has to be a concept, first. So, if the concept includes mystery, suspense, or horror to convey what the director/artist is trying to say, any way it goes, I don't think it is an issue.
#2
If the artist chooses to have one video follow another, that's fine.
Are you planning on directing videos or something?