Hi Donna.
No, there are no copyright issues for using this music video in your teaching.
When we uploaded it, YouTube's magic software checked the music against the music publisher's copyright agreement with YT and granted us its standard license for non-commercial use and teaching use. When it came to the video, however, at first YouTube objected to our use of the video -- because their agreement with Sony (the movie's publisher) didn't permit using any portion of Son of God on YouTube. In our appeal to YouTube and Sony, we cited US Copyright Law's Fair Use statute (protecting non-commercial teaching use of a limited portion of a work) and that fact that by mashing the music with only a small portion of the video we had created what's called a "Transformative Work" for the protected purpose of commentary/teaching. Once we made that argument, Sony and YT agreed and permitted our upload to go public!