It was a difficult video to understand. I couldn't get until the very last part.
Megumi has already mentioned but i'll write my opinion again.
I think the lost thing in the video means obsolete things that we don't use now. At the end of the part, there were many obsolete things (but i only remember an accordion) inside of the door the main character (the boy) opened. And the big lost thing being together with the boy was a doorbell that we don't use because we have intercoms now. I think this video wants to tell people that our lives have developed one by one, and we should not forget obsolete things we don't used as a process of development.