"It's a man confronting the realization that life is a finite thing, and he can already feel it, like itself, actually going from him,ebbing out of him, the weakening of age." David Bowie. 'Heathen (the rays)' and 'Lazarus' are two songs that talk about death. Like in a cofession the person is telling another, who is in silent and doesn't reply, that he doesn't have so much time. It's over. But he doesn't want to leave this world without leaving a message. Something that stay when his body goes away. Even when he knows his destiny,he isn't scared just in hurry because he had to finish his work after his end.
In the video of 'Lazarus' we can see David writing and thinking quickly. There's something out there that is coming for him. There isn't so much time and he wanted so badly to make something worthwhile.(obviously there is a relation between this part of the video and the recorded of Blackstar, the Lazarus musical and the shooting of Blackstar and Lazarus videos because he did all of this in approximately one year being ill). Something that make a impact in the world and leave a lesson. (We know he did it. I wouldn't been writing this if he didn't.). He wanted to maintain his soul floating in others mind.
Is interesting to think that he did the same thing 14 years before. Was it a premonition or just David being conscious that he was getting old, that he wasn't a god just a common human being? In Heathen album he talked about what was going to happen when he leave this world. The idea that the immortality doesn't exist and we are just passing subjects.
In the back cover of Heathen we can see David's hand ripping out a sheet of a book. There are two interpretations to it: firstly, related to Lazarus video, that he is putting his thoughts into paper and he can erase what is wrong so he rip out the sheet and start again. Secondly, that the sheets he is ripping are from a books that exhibits the old theories about life (I think it's the Bible). On the course of Heathen album, there is the idea of the loss of a transcendental god. There is no one outside the world who can save us.