I'm astonished at the sets. Some of them seem impossible even for The Volume.
I'm sure it's a combination of techniques (locations, Volume, CGI, green screen, etc), because that's what keeps your eye guessing. But I'm continually blown away by how expansive it is in both the foreground and background (and moving between the two).
The did use some Volume (it's mentioned in the article, but as "digital background" or some such), but there's a lot of painted backgrounds and practical sets.
I saw an interview with Tony Gilroy where he said he didn't make use of it, but I can't recall if he was referring to Season 1 or both, so it might've been introduced in S2.
I took this passage, mentioning the "LED wall", to be a reference to the Volume (I think there might have been another reference as well):
Kirill: The show spends a lot of time at the apartment with Bix. How big was it?
Christophe: The nice thing about that set is that everything you see is captured in camera, including the view outside which was an LED wall. That wall allowed us to be more creative and find some extra shots. You have shots from the outside where you see the city below in reflection with raindrops on the window. You see cars passing and light coming in.
I'm sure it's a combination of techniques (locations, Volume, CGI, green screen, etc), because that's what keeps your eye guessing. But I'm continually blown away by how expansive it is in both the foreground and background (and moving between the two).