Someone talks about about a dancer and says: "Although I didn't know her at that time, she is actually in the XYZ music video. She was shot by Matt in a very abstract style and projected over the band as we perform the song"

OK, so "shot" means that she was probably filmed in some strange style and then put into the video over the band (over their heads?) as they were playing.
I don't think holographic projection is yet available on the open market. There was undoubtedly a screen above the band. The use of the verb (adj. / participle) "projected" argues against the video.

I'm not sure "shot in some abstract style" quite computes. Perhaps the footage was edited. (There's only so much you can do with a camera.) Of course you can use special lenses and shoot from special angles.
Yes, I was thinking about the screen, but I wasn't sure since they said video.
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Aha! But if the performance of the song is in the XYZ music video, then the special footage must have been created prior to the filming of the video.

Another, perhaps more likely, interpretation of "over the band" is that the images were dubbed into the video. ("over" used as in "voice over" - superimposed over the images of the band)
Here's my take:

shot = filmed
projected over the band = projected on the band, as if the band were the screen (It's a weird effect. Parts of the images appear on the wall behind the band, but parts are seen on the band members' faces and clothes.)

OK, I'll write the whole passage as I'm still not sure I got it.

My wife- to- be, Morleigh Steinberg, came on the tour as a choreographer, but later started to perform the belly dance in "Mysterious Ways". We had known each other for a while. Morleigh's first connection with U2 dated back to 1987. Although I didn't know her at that time, she is actually in the "With Or Without You" video. She was shot by Matt M. in a very abstract style and projected over the band as we perform the song.

It's strange to me that he says she is in the "With or...." video and adds "I didn't know her at that time". It sounds like he didn't know she was in their video?
And then says something about the "shot" and "projecting".

EDIT: I wrote the above before Calif and Avangi wrote their messages, so now it sounds clearer to me.....
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I guess you're all set.

It would have been possible for Matt to shoot Morleigh at a different time and place. She may not have been present at the music video shoot. They may not have met.

The blending of the music video shoot and the Morleigh shoot would have been "post production."

But I'm still hung up on the verb "projected," as opposed to "superimposed." I'm not willing to commit as to whether the combining of the images was done after the band was taped, or whether the Morleigh images were being projected onto the stage while the music video was being recorded.

"Projected over the band as we performed the song" seems to suggest the second alternative, but it could mean "as we performed the song in the video."
OK. Thanks. It sounds much clearer now!!!