I saw a music video that takes place in some sort of a blue room (which at some point looks like a container) with white furniture and appliances appearing and disappearing through the song. At some point there are a couple of roaches shown walking on the ground and towards the end there is blood on the ground. Camera moves in and out constantly. I don't remember any of the lyrics. This was playing on the numerous LCDs of a bar on Christmas eve at 2A.M so I may or may not remember correctly. Could anyone identify this?
I guess is Virtual Insanity by Jamiroquai. it fits with all the descriptions you made in your question.