One of the studios that Microsoft purchased back in 2018 was Ninja Theory, the team behind Hellblade: Senua's Sacrifice. The narrative revolves around Senua, and delves into themes like psychological horror and is a metaphor of psychosis. While the combat isn't anything to write home about, the dread filled atmosphere really sells the game.
And yes, you're seeing a PlayStation trailer on an Xbox article! This is most likely the first, last, and only time players will see Senua on a PlayStation platform.
Microsoft announced a sequel, Senua's Saga: Hellblade II, back in 2019 for Xbox Series X|S. You can play Hellblade: Senua's Sacrifice on Xbox Game Pass while waiting for the future sequel!