While the video doesn't mention the Lumia X, a description of the video does. The description says that Continuum is supported by the Microsoft Lumia 950/XL, Lumia Phone X (italics are ours) and Acer Jade Primo.
While Microsoft later edited the description to remove the reference to the Lumia X (which is the first sign that it is a legitimate phone), we have the unedited version of the description in the slideshow. The Lumia X could be an innocent title of a yet to be numbered Lumia phone, or it could be a reference to the Surface Phone.
If the Lumia 650 is the only Lumia handset unveiled this year as rumored, it makes the listing of the Lumia X that much more interesting, raising the odds that it could have something to do with a Surface Phone. Even though the video itself doesn't mention the Lumia X, we've included it below because of its inclusion in the whole story.