[sagacity]

At least on The Mandolarian this is what happened. Everything behind the actors in the camera's frame would be green while the rest of the volume was used to have a lowres lighting reference for the scene. So essentially it would be a moving green screen. The Unreal output was never directly used in the finished show.

[UltraSane]

I'm pretty sure this is false and the wall was visible in many scenes

https://m.youtube.com/watch?v=gUnxzVOs3rk

[sagacity]

I'm not sure you can trust behind the scenes featurettes like this anymore.

See https://youtu.be/7ttG90raCNo for more details.