And it becomes clear, late in the clip, that David Dunn absolutely is going after The Beast, because he and Kevin are locked in combat, even breaking out of a window and tumbling several stories during a nighttime fight.
Since The Beast was on the loose at the end of Split, we do get a scene of James McAvoy tormenting some cheerleaders that he has kidnapped.
There’s also a lot of footage of Elijah manipulating Kevin, asking to meet The Beast (one of Kevin’s personalities, who we met in Split), and noting that their pairing is a lot like the super villains teaming up.