I love the dark scenes in the first half, but they need a lighted focal point to make the dark feel like it's more than just underexposure. Something to break up the frame, like a lone light or foreground element would work great. It's clear that it was normally lit, and the exposure just cranked way the hell down. That doesn't work... it goes from dark gray to black, and you have no tonality in the images. If you must do something like that, at least give it some sort of animated overlay, as if it's a dream. You could instead have increased the exposure levels so that there is some bright light, but put the midpoint in the darker areas. That might help it not look so muddy and drab.
The high contrast shots of the band works great. You use all the tonality. Look at the difference. I would try to have similar tonality, especially since you're cutting back and forth.
I would've changed her outfit again at the tea party. It's a different scene, and her dress seems to signify a change of scene.
I would've closed just on her, slo-mo hands over face and fade to black, not a fade back to the band.
Overall, I liked it. And the song.
Lastly, "of" is a preposition. "have" is the verb you want, i.e., "what could I have done..."
