To me this song is about spiritual enlightenment/planetary awakening. I think Florence is a Lightworker/Starseed trying to express the importance of what is happening here on earth and trying to awaken people to it through her music.

Say my name,
And every colour illuminates,
We are Shining,
And we'll never be afraid again.

In this verse she is telling you she is awakened, she can see the truth, she is illuminated. She is shining and realises she is a spark of light/God. Because of this there is no need to fear, we are immortal.