Advent Cirno was originally a set of doujins by the circle One Night Stand set in a world similar to that of FFVII: Advent Children, exchanging those characters with Touhou ones, most obviously Cirno as Cloud, and Mistbell making FFVII music Touhou-fied. Setsuna here is making a game based off of that (from the screenshots, likely including elements of Devil Survivor and Kingdom Hearts: Chain of Memories).
I do believe you can find the doujins in Gensokyo.org's archives.