The GnR Estranged video made absolutely no sense but then again it was part of their whole "trilogy" of videos. I never made sense out of the whole thing. I do get the fact Stephanie Seymour's character kills herself at the wedding ceremony. Thats about it.
Yeah it's some sort of overblown epic story, one of Axl Rose's "visions". It was supposed to patch together with "November Rain" & "Don't Cry", but Axl had broken up with Stephanie Seymour, so the whole focus and theme of that particular video changed.