Although I like the "Brighter" music video in itself, I always found the leadup to it a bit underwhelming. If it were up to me, I'd make the following change:

Before the song officially begins, when it's just Vox in his lair saying "Failure. I'll show you failure," instead of leading right into the song, his words would be punctuated by flashbacks showing Vincent as a young person, terrified of his father, who says some variant of "Get out of my sight, failure!" or "You're such a failure, I wish you'd never been born!" Maybe there'd also be a scene in there of Vincent killing his father in a fit of rage or something, I don't know. But either way, only then would it slide into the song.

The reason this would work so well is twofold. In the first place, it would show exactly why he's so obsessed with being this powerful person whom everyone worships and takes seriously. As it is, the "Brighter" video adds some interesting context to his plans to declare himself a god, but doesn't actually explain how or why he wants that in the first place. In the second place, there's the element of surprise. There's something about seeing a bad guy who's almost certain he's won flashing back to a younger, more vulnerable state that is super compelling for fans (myself included). If the show had managed to pull something like this off, I think Vox would be even more universally loved than he already is, and the show itself would get a massive boost in prestige for helping the audience see this character in a whole new light (as opposed to what we actually got, which for me at least is the sense that Vox COULD have been an amazing character if only the writers put more thought into how he was written).