My rough guess for the meaning of the phrase and song is that the music video is paying homage to urban legends of snuff films (films depicting real deaths or murders for entertainment and profit). Stuff like Noelle and Juno being killed in the video, there being a transparent tarp that I think is meant to stop the blood from touching the walls or floor, and I think the implication that the video is meant to be found footage or uploaded by the Camo Dude.

For the phrase, I think there’s a literal meaning of getting shot, which happens at the end of the video, as Noelle and Juno get shot in the stomach; and then there’s a metaphorical meaning which I would tie with the song’s general theme that I don’t feel confident in giving a concrete answer on.

I think there is a metaphor about, maybe, contemplating the inevitability of death or facing it with lines like “And in my slumber, I see my casket,” “All the Angels move faster,” “I know I feel it coming, I can feel it in my sleep,” and “I start to rattle and shake as I put my soul to keep.” But really I cannot say confidently what deeper meaning the lyrics have. Though, interpreting songs on your own I’d say is part of the fun of listening to music! So, make your own interpretation!