I watched Coldplay's Adventure Of A Lifetime many times, yet was not able to decide whether it's animated, using some sort of "dummies", or combination.
Can anyone tell the secret of those gorillas?
You should see this one : Adventure of A Lifetime : Behind The Scenes. It confirms that they use motion capture technology.
They have captor suits and move like apes.
It was done using motion capture. According to Wikipedia, emphasis mine:
The official music video was directed by the band's long-time collaborator, Mat Whitecross. It was released on 27 November 2015. The concept for the video was hatched after Coldplay frontman Chris Martin and British motion capture expert/actor Andy Serkis met on a plane and discussed ideas. It took about six months in the making of the music video.
If you've never heard of Andy Serkis, he's done motion capture as Smeagol/Gollum in the Lord of the Rings/Hobbit film series and as Caesar, an intelligent chimpanzee who is able to talk, in the rebooted Planet of the Apes film series.
It also appears that the four chimpanzees in the video were played by the members of Coldplay. Again, from Wikipedia:
As it opens, four chimpanzees (played by the band members) are sitting in a forest.