But I'll have the following changes to suggest:

"The twilight of the gods is upon us;
We shoot the breeze on our knees.
What shall we aim for that isn't taken?

The moon already has too many lovers,
And the sun, regardless of intensity,
Brings out only a shadow.

This is a dream theater;
There's nowhere to hide in love that is forsaken."

I like your use of punctuation in the second and final stanza. Why didn't you do that in the first?
Also, I didn't get to watch the video (limited internet time. Africa, you see) so I don't get the connection with the title. Anyway, the title caught my attention, that's why I took the peek. It's been well worth it.

I love the simplicity of the thought, and the "conviction" with which the statements are made. Some great observation there, with the moon's many lovers. Doubtless I'll use something like that in the future. That was brilliant.

Please do well to explain this line, however:
"We shoot the breeze on our knees."

Also, I don't see how the last stanza connects with (and concludes) the rest of the poem.

It has been a delightful read.