The song "Parasite" by Cosmopolis is a long, stretched out trippy rock song that is somewhat creepy. Musically, it sounds like Soundgarden, The Flys or just something from that grunge era of music where there was a slower song. Thought of Butthole Surfers also come to mind.
But then the song has the lines: "If I die / I'm taking you with me / I know where you live / I know where your children go to school", which just seem to take things a little bit too far. There isn't too much elaboration on this though, and it turns into this really sweet melodic, distorted guitar outro before the song reaches the end.
I think the best way to think of this song is not as Cosmopolis threatening you, but rather coming to that conclusion that there are many outside forces at play which could become parasites in your life. This video feels very confrontational too, and I think that's intentional as it wants you to perhaps think of some of the choices you've been making.
Not so much to scare you, but maybe to think about things in your life more realistically. So you get mad while out driving and flip off another driver, but the way this world is now, what if that driver follows you home and now knows where you live? What if that driver follows you home without you knowing? Maybe flipping that driver off wasn't worth it in the first place, and that's how we should approach things.