From the video you posted [July 8, 2016]: “My religion is the religion of justice. I might wear the ankh (points to his necklace). I was a Christian once; I was a Muslim once. I was all that, but my religion is justice.”
His books listed on Amazon:
http://www.amazon.com/Cosmo-Setepenra/e/B016QV5AQK
His dedication to his book, The Laws of the Cosmos:
I give honor and Ra-spect to our Creator, Amen-Ra.
So apparently he absorbed from NOI and gravitated towards Pan Africanism.