I did a little fist pump at the NIN mention and immediately deflated that the kid wasn't allowed to watch... Closer? I guess that one would come up on autoplay or as recommended. And I don't think any of the others could be that objectionable? Aside from the whole Broken film. But it's not like that one is fun to watch casually anyway.
It was probably "Closer," because of the nudity, but they do get much worse. The actual music video for "Happiness in Slavery" is just a guy on a table being tortured. And yeah, the sequence in the Broken movie where "Gave Up" plays is probably one of the most grotesque sequences I've ever seen. 0/10, would not recommend. Watch the actual "Gave Up" music video where a makeup-less Marilyn Manson pretends to play the guitar instead. It's also got Richard Patrick (from Filter, before Filter) on guitar and Chris Vrenna on drums.