In review: Pyro sees the world as a land of happy sunshine rainbows and candy while (s)he murders and burninates Everything. We learn nothing obvious or conclusive about Pyro's Gender and I am completely alright with this.
Little things people might not notice at first.
Courtesy of Steam Forums. Seriously, thanks guys for managing to pick apart and find the hidden goodies
That thing Heavy is hiding behind? Giant Sandwich (kinda obvious but still.)
At least one of the happy fun clouds is the female symbol at 1:20.
Turn subtitles on and you get Scout saying 'He isn't here is she?'
The Sniper has a Huntsman quiver on his back.
Before the Soldier-Baby pops out we see a Soldier shirt and helmet on a shovel.
There is a book of matches that has a unicorn on them and is dated 1956 near the start of the video.
Baby Heavy, upon receiving his lollipop, proceeds to go "um num num".
The Demoman is wearing the old "dynamite stick" class emblem. Yet Baby Demoman before then has the lit bomb emblem.