Canaan Cox Puts His Theatrical Background to Good Use in Music Video for His New Song 'Twice'

"I direct and produce and edit all my videos," the rising country artist tells PEOPLE. "I just wanted to make the music video have this thrown together, art gallery kind of vibe"

Country artist Canaan Cox once worked on a cruise ship, and it was on that cruise ship that he fell in love with a certain Kimberly Jane Billman. She was from England, he was from the States and while there was plenty of love between them, the couple doubted that the long-distance love affair could ever work.

So they said goodbye.

"I was just naïve and stupid and scared of everything that we would need to do to make it work," says Cox, 33, in an interview with PEOPLE. "So, we broke up."

More than three years went by before Cox's phone rang — and it was his long-lost love. "After that call, I went and surprised her at her front doorstep," remembers Cox with a smile about the former professional dancer. "I just showed up and it was like we never skipped a beat. It took us a little bit to figure out exactly what was going on and what we wanted to do. But long story short, here we are, going on almost two years of marriage."

He lets out a laugh.

"My and my wife Kimberly's story reads like some sort of Nicholas Sparks movie," Cox, whose forthcoming five-track EP '94 Accord is set for release May 5, tells PEOPLE. "There's so many little twists and turns in our story, it truly would make Nicholas Sparks write a 600-page book."

Indeed, it's a story that could not only make for a great book — but perhaps an even greater song. And ultimately, it took a song written by Mackenzie Porter, Josh Jenkins and Kelly Archer to finally tell Canaan and Kimberly's miraculous story.

"I had been sent a bunch of songs, and I skipped anything with the word 'whiskey' in the title," the North Carolina native laughs of the day he first heard what is now his current single "Twice." "I had heard it all before. But when I heard this song where it was like, 'We loved each other once, could we love each other twice,' I knew we had found something very special."

Canaan Cox. Annelise Loughead

Delivered with a passion seldom heard on country radio these days, "Twice" is made even more beautiful via the storyline that plays out in its new music video, premiering exclusively on PEOPLE.

"It's really hard to fit really big storylines into two and a half minutes," remarks Cox, who graduated with a Bachelor of Fine Arts degree in Musical Theatre from Catawba College back in 2012 and made the move to Nashville in 2016. "I direct and produce and edit all my videos. I have connections with the Nashville Repertory Theatre here, and I just wanted to make the music video have this thrown together, art gallery kind of vibe."

Canaan Cox. Reid Yarberry

And while the music video for "Twice" ends without a clear conclusion to the love story it tells, Cox says that's exactly what he loves about it.

"It is a sad song, but it's definitely a love song," explains Cox, who will kick off his U.K. "Coming Home" tour in June. "At the end of the video, you kind of see me smile and it's like there's this memory of her ... but then it's a very slow digression to the fact that I'm still alone."

"Working with Canaan on the video was absolutely incredible," adds country singer Shaylen, who joins Cox on the song. "He has such an artistic vision for everything, and you can see the passion for it all. I was super inspired by the storyline as well, and the dancers were absolutely incredible! I'm so grateful I got to work on this with him."