Rabbits
They live in a boring and repetitive limbo, like rabbits stuck on a cage. A traumatic incident changed their lives completely, but everyone remembers it so differently. Time doesn't pass for them as they're stuck in a loop, this is why laughtrack plays when they mention time, and it will be endless until they move on from the loss of one of their loved ones. Let me explain further: if you see carefully, there's a frame where you can see 4 shadows even if there's only 3 rabbits. One of their friends died at the hands of the man with the green coat, that's what's hurting them (the man grabbed them by the legs, that's why they often repeat "legs high"). I'm assuming the man had hounds, which explains the many references to dogs. The fourth rabbit was caught by one of those hounds, which gave the others a chance to run and hide (even if that didn't help them much, since they're lost souls in an astral plane). The fact that they're living like humans in limbo may be a way of coping with the loss, but they're quickly getting tired of it. Suzie wants to get out from the loop but when the door opens all she can hear is the screams of her friend when their life came to an end, so she dismisses that thought. The pain is so great that they'd rather forget that one of them is missing. She is the one who's hurting the most, feeling scared and like she's slowly going insane, so she needs reassurance from her friends, that's why they frequently cuddle with her. In the end, Jack reminds them about the man in the green coat, saying "it was him" and they get ready for reincarnation, probably expecting their lost friend to be waiting for them.
Extra: I think the little black dot that we see appear burning may be the eye of a rabbit. "Eye opens darkness."