There was a thread on this subject in the Lore forum recently (found here), and the general consensus is that it's actually the Burning Wall in Eastern Thanalan - the part just before then where 'Derplander' and his party materialize 'five years later after Carteneau' is Snakemolt in the South Shroud (near the entrance to Amdapor Keep and the Ahltyk Deity Stone). Hence they ride down from Snakemolt to the Burning Wall in a way that is actually not possible gameplay wise - that area is probably just meant to be symbolic of the landscape between the Black Shroud and Thanalan without actually showing how it is exactly.
And besides, considering Derplander was actually fighting at the Carteneau Flats which players actually never had any access to (the events of the last day of 1.0 had the player fighting in a nearby area called Camp Brittlebark as Carteneau was not accessible by the player) this just seems natural that Derplander and his friends seem to be able to access places and things normal players can't.
I actually think it really is meant to be the Crystal Tower - during the actual video the upper part isn't shown, suggesting that the actual rendering used didn't include the upper section for simplicity's sake, and that wallpaper simply used the same rendering, thus revealing the incomplete tower. But I guess only Square Enix Visual Works knows the answer to that.
But it would make sense to be the Crystal Tower - it's in the right place (if you accept the crystalline structure to be the Burning Wall in Thanalan) and as the Burning Wall has a piece of Dalamud within in, hence the Binding Coil of Bahamut, it would therefore showcase the two end-game raids for ARR - the Crystal Tower and the Binding Coil. Simple really.
I thought it was pretty clear to see the roegadyn PLD said to Derplander "Are you alright?", as his mouth movements definitely fit that phrase. Or maybe I'm just good at lipreading.![]()