Don't think anyone will get this but here goes anyway.
 

Apologies for scant information but my memory isn't what it used to be so there is a lot of guessing here.

It's a song from a pop video from the 2010's I think. Quite an arty video with weird costumes and for some reason I've got it in my head that the lead singer was Scandanavian possibly Swedish but that could be just a mind trick.

The one fact I know for sure is that towards the end of the video there is a woman playing a Theremin (the weird synth you play without actually touching it).

I've tried googling every variation of search term contains the few facts I have but got nothing.

Would be most grateful if someone could put me out of my misery and reassure me that I haven't imagined the whole thing. Thanks.