The hole in the video is obviously a metaphor for despair, depression, rock bottom (it seems that this type of proselytizing always wants its audience to accept these metaphors concretely with little reflection) . The hole is ultimately his creation. Where else does it exist? Active compassion from others should be offered to him to show alternatives and ways out. But, he will have to come out of the hole himself because the hole is only in himself. I believe in Zen, we work with ourselves and with others to get out of our holes. We're not waiting for Jesus, Muhammad, or Amida Buddha to come along with a rope.
Re: the video, I also see the Buddhist way as assisting the man out of the hole with rope, ladder, or whatever else is available. This is compassion in action. But, it seems the video is also criticizing the Buddhist idea, expressed by Tony and Jundo, that the hole, ladder, and the man are all illusions. I'm not arguing with that, but to the man, they all exist. So, I'm still curious, what would be a more helpful (and perhaps an understandable) way to explain that to the man, who most certainly has felt suffering by being stuck in the "hole"?