Utter nonsense....
Roberto...germanic origin meaning bright fame
Fernanado...also germanic...meaning peaceful venture
Alejandro=alexander....greek origin....meaning defender
I think with just about any music video or musician you could probably wrap whatever your particular mind view into the interpretation. If wearing red means celebrating a blood sacrifice, then we are all in trouble. People have been saying a particular musician or performer has made a deal with the devil for decades, perhaps longer. People play songs backward and claim to find satanic messages...it is all complete rubbish!
As for the Alejandro video...it seems to owe a lot to the musical Caberet, and to the choreographer Bob Fosse. When I saw the opening, the first thing I thought of was the movie All That Jazz...it has a very similar look.
Most pop stars provide lots to criticize without making stuff up.