Not sure if this has already been confirmed, but I thought I'd take a screenshot of the Braben video and do a bit of star cartography and match it all up. CMDR Marseira Faulkner wondered if I could match a system backdrop to the source video, and Electra is the closest I could find that has a blue star in the system.
I haven't been able to get it perfect, but from the Electra system the view towards the California nebula is almost identical.
http://i.imgur.com/jSuAds0.jpg
Note the similar pairings of stars in both the video and in-game pictures. Whilst not perfect positioning, it's clear that this is a view from some position of the Pleiades looking out towards the California nebula. The most obvious giveaway is the brightest star next to the nebula that has a slightly dimmer partner - this is visible in both pictures. The bright star in this case is Atik, halfway between the Pleiades and the California nebula.
However, the colour of the Pleiades is not blue in-game. The colour as it is currently presented in game is via the infra-red spectrum, which looks like this:
http://i.imgur.com/6IhLJ5U.jpg
Looks quite like the game as it's presented now! However, let's look at the visible light:
http://i.imgur.com/VSAjkHa.jpg
If Frontier are planning to change the colour of some of the nebula, then it seems obvious to me that the Pleiades will turn blue as it should be represented in visible light. That would then match what is visible from the video!
If this is correct, then the alien ship makes its appearance (at least in the video) somewhere in the Pleiades.
I haven't had any luck finding the exact system yet, but hopefully a community effort should bring some results!