The Third Day is a seriously mysterious thriller. Members of the cast tell Georgia Humphreys about filming on Osea island and immersive episodes.

Unique is the word to describe The Third Day. The new series from HBO and Sky is split into three separate parts – Summer, Autumn and Winter – which are all interconnected stories.

What’s more is Autumn is a cinematic, live broadcast event created by theatrical innovators Punch Drunk, which will air online and on Sky Arts.

Set over a single day, it will be captured in one continuous take and will feature cast members including Jude Law and Katherine Waterstone (other notable names starring in the series include Naomie Harris, Emily Watson, and Paddy Considine).

Like the Summer and Winter segments, Autumn takes viewers into the mysterious world of a strange island located off the British coast, while also blurring and distorting the lines between what’s real and what’s not – but promises to be even more of an immersive experience as it merges TV and theatre.

Here, we chat with stars Harris, Waterson, Watson and Considine to find out more.

The Third Day is created by Dennis Kelly, who previously wrote Channel 4’s acclaimed drama series Utopia.

Summer sees Sam (Law) unable to leave the idyllic and dangerously enchanting world which is isolated from the mainland.

We see how the secretive rituals of the island’s inhabitants make him grapple with experiences of loss hidden in his past through a distorted lens of the present. And, it all leads to shocking secrets being revealed...

Meanwhile, Harris is at the centre of Winter, in which she plays headstrong outsider Helen, who finds herself inextricably drawn to the island in her pursuit to seek answers.

But viewers will soon realise Helen and her children’s lives are in peril; the unwelcoming locals are “out to protect their island at all costs”, as Harris notes.

“It gets pretty bloody, it’s quite violent...” elaborates the London-born actress, 43, who’s known for her role in the James Bond film series. “There are so many twists and turns; it’s so mysterious.”

As for her character, Harris was really excited about playing Helen, “because for me she’s about the personification of a mother’s love and the fierceness of it”.

“Actually if you’re cornered in any way or your cubs are in danger, the tigress comes out in you and you will literally kill for your children and I loved that extreme nature and the ability to show the full range of emotions that she goes on.“Also, having a very fierce mother myself, that’s the kind of love I was raised with and I always knew that if anything ever happened to me she’d be there to protect me no matter what.

“Even though I myself don’t have children and don’t know what that’s like, I really loved exploring that idea.”

The theatrical episode of The Third Day, which will air on October 3, was a big draw for Waterston, the English-born American actress who’s known for films such as Fantastic Beasts And Where To Find Them (2016), and Alien: Covenant (2017).

“I’m so excited to do it,” gushes the 40-year-old star.

“We did get to work with the Punchdrunk performers a great deal in the episodes, so we know them; we’ve rehearsed with them, we’ve improvised with them all within the show, within Summer and Winter. And so it will feel like a reunion to get back to working with them.

“I think the actors from the series are going to get to have this heightened version of what it’s like to be an audience member in one of Punchdrunk’s immersive shows.

“It’s beyond exciting to get to be so close to it and see a little bit of the inner workings of their operation.”

In The Third Day, Watson and Considine play husband and wife, Mr and Mrs Martin, who run the island’s pub.

Most of the series was filmed on the actual Osea Island, a remote holiday resort with a fascinating history. Found in the estuary of the River Blackwater, Essex, it is only accessible via a causeway at low tide.

Discussing what Osea is like in real life, Watson - who could recently be seen in hugely successful Sky series Chernobyl - says: “I think it’s a little bit creepy myself.

“On a clear day with a sunny sky, it’s beautiful. There’s amazing birdlife. But it’s got all these creepy hedge tunnels and it’s just got a sense that stuff has happened there; it was a rehab place for a while.”

The 53-year-old Londoner continues: “And filming there was infuriating because of the tide. Exactly as in the story, if you missed the tidal causeway, you then had to wait to get a boat. There were only certain times of day when you could get on and off the island.

“But a lot of the time we just stayed the night; there’s a whole set and all those houses and everything were also cottages where people were living. So, it was a bit like being at a really kind of weird boarding school as well...”

Considering they filmed in winter, weather conditions must have been difficult at times.

But asked what the most challenging part of his role was, Staffordshire-born Considine, 46, says it wasn’t anything elemental, but instead the depth of writing.

“I’d have some five-page scenes with myself and Jude, and it’s just me talking... Just a day of that. And really long takes of it too. Because Marc [Munden, director] was relentless that way. So that was the most challenging stuff really! But it was great at the same time.

“They were such greatly written characters and it was a character I’d never played before. It was a real sort of departure.”

Expanding on his experience of being on set with Hollywood star Law, Considine - whose varied career includes many memorable collaborations with Shane Meadows, such as 2004 film Dead Man’s Shoes - raves about his co-star’s work ethic.

“When you’ve got a lead and they’re in and out of the sea and they have so much to do and they’re basically driving this, you want the person who’s leading the charge to be just like Jude was on set,” he notes.

“He just got on with it, dug in, and was a great lead. It sets the tone for everybody else, and he was a good presence for me. I really enjoyed it.

“If there was somebody playing that part that was being problematic in any way, it just would have made the shoot worse. And he was great.”

The Third Day launches on Sky Atlantic and NOW TV on Wednesday, September 15.