The band's members are generally defined as the characters you see in the video, similar to Gorillaz having those anime avatars. Those avatars are furry, so it would fall under that interpretation of 'furry band'.
However "do the humans behind the characters see themselves as furries", as in members of the fandom proper? That is not a question I have a direct answer to from what I can glean from the internet. There does seem to be quite a bit of art and things within the furry community from even before this video release on places like Fur Affinity. However I've not seen their band's Twitter feed or other social media or sites mention the fandom proper or their relation with it.
https://www.scratch21.net/
The band's members are generally defined as the characters you see in the video, similar to Gorillaz having those anime avatars. Those avatars are furry, so it would fall under that interpretation of 'furry band'.
However "do the humans behind the characters see themselves as furries", as in members of the fandom proper? That is not a question I have a direct answer to from what I can glean from the internet. There does seem to be quite a bit of art and things within the furry community from even before this video release on places like Fur Affinity. However I've not seen their band's Twitter feed or other social media or sites mention the fandom proper or their relation with it.