I've watched it a few times and have a quasi-complete interpretation of it. All of GaGa's videos need a few views for me to understand them.
It's a big big political message about DADT. It doesn't only reference today, but the history of the world's militarys. (note the costumes) It has so much homo-erotic text to confirm this.
Since many interpret the song "Alejandro" to be about a woman's affair with a man who's in love with another man. She suffers because he has to hide who he is. The "Alejandro" music video is about men appearing to be straight but are obviously gay. (costumes again, especially the high heels)
I'm still figuring out the funeral part.