First, I should check if there's any public information about Priyanka Chopra performing with a saxophone. A quick search in my knowledge database shows that she's a Bollywood actress who has been in various music videos and events, but I don't recall her playing the saxophone. However, perhaps she was involved in a music video where the saxophone was a key element, or maybe she performed with a sax player. The term "work" might refer to her professional work, but the mention of "sax video" is a bit off track.