Filmmaker Robert Eggers is known for blending the supernatural with reality, creating creepy, uncomfortable movies that stay with audiences long after the credits have rolled.

His latest tale about Vikings is no different, managing to keep an indie feel despite a bigger budget and ensemble cast.

The director has said he set out to make a film that is true to how Vikings really lived, rather than the version we tend to see portrayed in modern media – a vision shared by star Alexander Skarsgard, who spent an afternoon discussing Viking lore with Eggers at their first meeting.

Recreating the world of Vikings meant a long, cold, on-location shoot largely in Northern Ireland. But despite the rigours of filming, Skarsgard told Sky News’ Backstage podcast it was all worthwhile.

“The locations were absolutely extraordinary and I loved that aspect of it, it was very immersive,” he said. “We were out there in the elements, it wasn’t in front of a green screen on a sound stage, we were actually out there and it was gruelling and intense but incredibly rewarding and exciting.”

His co-star Anya Taylor-Joy agreed. “I adored being out, especially after being inside for such a long time,” she said. “It just felt like such a privilege to be able to tell this story.

“At this point, if you know who Robert is you know what kind of movie you’re going to be making, and that attracts some really interesting characters that are like, ‘Yeah, I’m down to go to spend five months in the absolute pouring rain and mud on the side of a mountain wearing no shoes – let’s go’. So you met some really great people that have some pretty fabulous stories.”

The film’s plot is one of revenge: after a young Prince Amleth (Skarsgard) sees his father killed and mother kidnapped, he vows to get vengeance. He has a laser-focus on this as his purpose in life, emboldened by spirits that guide him.

Skarsgard said it was essential to understand Vikings in order to play one.

“The key was to understand how a Viking would have perceived the world a thousand years ago and not only the natural world but also the supernatural world – the spirits that guide him, his relationship to the gods, how and what his fate meant to him, how inevitable it was,” he said.

“That guides him – the notion that his inner female spirit is guiding him and he’s controlled by that and the norms of fates. Once I wrapped my head around that notion, it was very clear how this path was again an inevitable path for him.”

His character is joined by Taylor-Joy’s Olga, an enslaved Slavic woman with supernatural powers. Taylor-Joy rose to fame in Eggers’ first film The Witch, in which she played another character with unworldly powers but wasn’t able to embrace them.

The actress, who has since starred in The Queen’s Gambit and Peaky Blinders, said the parts she is offered by Eggers are very different to other roles that come her way.

“I feel so lucky to have met a kindred spirit in Rob, in the sense that we’re both absolute nerds over mysticism and the supernatural, and we both take it really, really seriously,” she said.

Another on-set reunion saw Skarsgard once again working with his Big Little Lies co-star Nicole Kidman. This time they play mother and son rather than husband and wife, but their relationship is again very disturbing.

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The actor said their prior experience working together was an advantage when it came to filming.

“Having had the Big Little Lies experience, there was so much love and trust between us… we kind of hit the ground running, knowing that we already have that connection,” he said. “Obviously, different dynamic this time. It’s not a husband wife, it’s a mother son, but another incredibly dark, twisted relationship.”

So will we see them on screen together again? Taylor-Joy said she hopes so. “I want you guys to do a romcom,” the actress laughed, with Skarsgard agreeing.

“Well, that’s what we said when we wrapped The Northman, we were like, all right, it’s been too much weird s**t now, let’s just go and do a romcom on a beach somewhere,” he said. “Yeah. So I’m writing a rom-com in Hawaii.”

The Northman is out in cinemas in the UK on Friday