The dog in the lifeboat at the end is the same breed as the one featured in "Something Happened on the Way to Heaven" video. It could't be the exact same dog as "Heaven" was shot in the U.K. and "Hang In" was shot in Los Angeles.
This concept was originally offered to Iron Maiden, but they preferred to do "performance" videos.
The ship;'s name on the Life Belt is the S.S. Udio - a play on Phil's big hit Sussudio.