Yes indeed, the George Sanders ECCO is taken from a feature length documentary. One of many such things that oozed out of Italy at the time. The clip in question involves a coven of witches performing a rite inside Dunsmoor Manor, just outside of London.

We see nothing of Zeena in SATANIS but Anton's older daughter Karla is on hand, about 17 years of age and offering good-natured observations on the Charles Addams-ish eccentricies taken for granted inside the "Black House". After Anton's death, Karla broke with the Church of Satan under Barton/Gilmore and formed her own organization. Zeena meanwhile found a temporary home in the Temple of Set but soon parted ways with it in favor of the shadowy Werewolf Order, overseen by her husband Nikolas Schreck (a crypto-Hitlerite whose homophobic diatribes cost him an ear), and Sethian Liberation Movement.

I remember Zeena well from that Geraldo special in the late 80s. Satanic Panic writ large. Gad...between the mustachioed host's overheated introductions, shaky statistics and lurid stock footage (mostly drawn from SATANIS!) it was mighty easy for an impressionable 8 year old to really believe in a Satanic world conspiracy that cold autumn night.

I suppose if The Cloud Upon the Sanctuary first sparked Aleister Crowley's interest in the esoteric, Geraldo did the same for me, even if in a far cruder sense.

.'. Earl Roesel .'.