Also NEVER use footage of the camera zooming up. Cut it to when the camera is still.
i agree with the zooming - it looked like a mistake most of the time. some of it worked, but that's because it seemed to land specifically on something.
you can definitely use a moving camera, but it should never go back and forth, and the action needs to be smooth, or purposefully jittery. some of this looked like "i don't know where to put the camera. personally, i wouldn't use any moving camera shots in something like this, but just well placed stationary shots.
camera movement is used to suggest action or motion. so you either want to cut to the camera moving and then cut away while it's still moving, or cut to the camera being still and cut away while it's still. if you cut to a moving camera and then it stops moving, the "stop" usually signifies something very important, but that's more for story telling, not a music video like this.
for camera work, you're successful when no one notices the camera
if all we think about is "why is the camera moving!?" then it's too much.
as for the lighting, most of it seemed to be on the background and not the players. not sure what you were going for, but it's all about contrasting light and dark elements to make the subject stand out. a usual problem is that the subjects are very close to the background, so the light has to basically fill everything to look right. the close up guitar shots had much better exposure because the subject (guitar neck) was far from the background creating the depth and separation, which also lets the background fall a bit darker than the subject.
what camera are you using? you should have been able to increase the Gain or ISO a bit more so there's more light, in addition to opening the aperture. the shutter speed also seemed very "normal" like 30 or even 60 fps. many people are using 24fps for a more "film" look, smoother and not as "video camera" looking.
i also agree with the comments on the intro - i would have had the song fade in after 2 seconds and have no more than about 8 seconds of text at the start. today is all about "GET TO THE POINT!" in video
good job, and kudos for asking for critiques! it's the only way to get better