It turns out there’s no video for this song. You don’t need one.
I recently stumbled upon a (very small) poem by the Jodo Shinshu poet Asahara Saichi:
84,000 joys abounding
I have no idea if Shawn Colvin knew about this poem when she wrote this song. My understanding is that “84,000” is a number used in Buddhism — not just Jodo Shinshu teachings — as a shorthand for “a lot”, so it isn’t unreasonable to think the song drew some level of inspiration from either the saying or the poem. In this case, Saichi is talking about the great ecstasy that comes with the enlightenment of a severely deluded mind.
Which makes the context for “84,000 Different Delusions” interesting: “A Few Small Repairs” is sometimes described as a concept album exploring the emotions that come in the wake of a divorce, and if you were to think of the idea of divorce (or the ending of a fundamentally flawed and unhappy relationship) as a kind of enlightenment, well, it’s not much of a stretch to see how one could find abounding joy once one sees the light.