Exodus was shot in the financial district of London during the global Coronavirus Pandemic between March 2020 and February 2021. Known as The City of London or The Square Mile, the area is full of impressive glass and steel landmark office buildings.

On 23rd March 2020, the British Government announced a lockdown imposing new rules on the movement of the population in an effort to control the spread of the Coronavirus. Offices were closed and people were sent home to work. This has a dramatic effect on the look and feel of the Square Mile, one of the busiest districts of London was left deserted with billions of pounds worth of real estate sitting empty.