In the video, when she says: "Headless angel": she is in the bathtub of copper, and Wow... Is she implying that she had male genitalia? In the bath scene, it slowly rises out of the water, the copper "horn" and as she grabs it she makes a face of pleasure. Earlier while picking grapes, she moves the horn behind her to look like a tail. This could allude to a few different things, but most obviously referencing her beast nature.

In ancient Egyptian mythology, the goddess Hathor was associated with beauty, love, and pleasure, and was often depicted with copper or bronze mirrors, as well as cosmetic palettes made of copper. Hathor was also associated with the Nile River and its life-giving waters, and was sometimes depicted pouring water from a vase, which could be seen as a symbol of purification through bathing. You see Caroline pouring the water out of the copper horn onto herself. She is purifying herself here for some reason.