Ignoring which country that system is from, could the smoke from the first missile have interfered with the firing of the 2nd stage of the 2nd missile? It seems like it started malfunctioning when it crossed the first missile's smoke trail. Maybe someone more knowledgeable with missiles can help.
Unlikely. Missiles are just rockets, they are not jet engines that require good airflow to keep going, so flying through a missile trail will have no impact on the performance of a missile.
From the looks of the video, its either a mechanical problem, like the TVC nozzle being stuck or internal gyro malfunctioning, or a software glitch.
The missile then either self destructed or was commanded to self destruct after it failed to recover.
Happens from time to time, not much anyone can do about it.