The town of 'Baelshire' was filmed at The Georgia Renaissance Festival grounds. Film dates were moved twice because of another project that was also set to film there. This project was Marvels 'Loki'.
In the credits the 'shady guy in the corner' is listed as General Bargle. This is a nod to the very first villain encountered in 1st edition Dungeons & Dragons 'Bargle, the Infamous.'