Lauren Monroe (Lily Collins) is the picture of privilege when “Inheritance” begins, standing in the hallways of a New York Federal Court in her first year as a district attorney, a job that she may have ascertained through hard work and dedication, but is undoubtedly credited to the name her father Archer (Patrick Warburton) built and the education that his fortune afforded to her. Yet if she seems like the beneficiary of any handouts, that notion is quickly disabused when dad dies in a fatal collision, an event she couldn’t have possibly seen coming, but is well prepared for the reading of the will when her cut is nowhere near that of her brother Logan (Chace Crawford), a rising political star who long shined brighter in their father’s eyes. Still, Archer leaves behind a little something extra for Lauren to perhaps make up for the $19 million gap between siblings, a manila envelope with a thumb drive that leads to an underground bunker on the family’s palatial estate, though if Lauren’s expecting to find fortune, she’ll have to figure out how it connects to the prisoner (Simon Pegg) that she learns her father has kept down there for decades.

This is just the first surprise of many in the latest subterranean excursion from Vaughn Stein, who reteams with Pegg after the two bedeviled Margot Robbie in the 2018 thriller “Terminal,” and as Lauren attempts to pry information out of the man who calls himself John Doe, the “Shaun of the Dead” star undergoes a dramatic transformation that makes it appear as if he’s a zombie that’s gradually come back to life, suspicious of Lauren’s intent, but eager to have someone to talk to for the first time in ages. Although it becomes more and more murkier who should be distrustful of who, the thriller makes clear that the two have both been burdened by the wealth of the Monroes in ways that neither could imagine and as “Inheritance” unfolds in fairy tale fashion above the surface, it gives rise to the seedy underbelly below as Lauren digs deeper and deeper into John Doe’s connection to her father.

While the film was unable to make its planned premiere at the Tribeca Film Festival last month as a result of the coronavirus, it arrives this week online and on demand and Stein, on a rare break between jobs having already wrapped his follow-up “Every Breath You Take” and prepping his next “Special Delivery,” spoke about counterintuitive casting choices and the fun to be had with the film’s inherent dichotomies.

How did you get interested in this?

It was actually one of the first ever scripts my agent sent to me and I just remember not being able to put it down. It’s just so rare to read this amazing combination of this very dark, complex high stakes thriller and this very satirical, almost folkloric fable like story that runs through it about a monster in a basement, a skeleton in a closet. Matt Kennedy, who wrote it, executed so beautifully, it just gripped me.

The idea of being able to create a film that had such a strong sense of contrast in it where you could move in one sequence from this billionaire’s mansion and this verdant forest and then into the depth of hell almost literally in a couple minutes I thought was really fascinating. I always find it exciting as a filmmaker to reflect the psychological peril of what [a character] is going through in physical surroundings, and the idea that we’d be able to create contrasts and styles in design and cinematography and performance for what happens in the bunker with the much more smoother and more confident style of the world above was really exciting.

Because of “Terminal,” did Simon Pegg immediately come to mind for this?

He did, literally from the first time I was reading it. I thought this would be so much fun for him to do and I love working with him. We had such a great time on “Terminal” and I saw how much he embraced the darkness of the role and the opportunity to do something he doesn’t usually get to do. And he just embraced it totally and did the most astonishing job with it. He changed his body shape. He’s a very trim guy, but he slimmed off even more weight, so he was this gaunt, emaciated sort of skeleton in this bunker and it was amazing what he was able to bring to it.

How did that idea come about?

The weight drop idea came from a very early conversation about Simon wanting to look totally the part. He’s never been seen by an audience the way he is [in this film] and we wanted to really lean into that, so we talked about prison and the idea that this guy works out obsessively in his cell because he’s got nothing else to do. He trained with his personal trainer for weeks and weeks and weeks and was on a super low-calorie diet. He committed totally and I think the results are incredible on camera.

I love leaning into the natural instincts of actors and I’ve been so blessed in my career to work with these astonishing powerhouse actors who really immerse themselves in it and really dive into the psychology and the physicality of the roles. With Simon, we talked about great psychological villains in the cinema — Hannibal Lecter, the Marquis de Sade, Tom Ripley — and the ability to manipulate people by preying on their emotions, by being able to manuever the people around them like chess pieces on the board by being vulnerable or vicious or whatever the situation called for.

When you’ve got this guy chained in the middle of a room, was “Silence of the Lambs” an influence in keeping those confrontations visually dynamic?

It was an inspiration for sure. “Silence of the Lambs” is one of my favorite films, and the scenes in the asylum are, for me, among some of the best in cinema, so I definitely drew on that. I drew on the idea that Morgan is a fulcrum, he’s often very, very still while Lauren is in flux. He sits in the middle and she paces and moves and rants and he moves as well, but there’s a stillness to the way Anthony Hopkins portrayed Hannibal Lecter that we talked about a lot. And I was impressed with what Lily [Collins] was able to do [since] it operates in a slightly fable-like world. She imbued it with such a sense of true emotion, and really played the truth of the character, so you really felt her isolation and her pain and her trauma and her confusion, her rage and she was able to utilize very, very real emotion in heightened circumstances to give it a humanity that I think it wouldn’t have otherwise had.

And [“Silence of the Lambs”] was definitely an inspiration point, but we wanted to do something very unique for “Inheritance” in the way that Michael Merriman, our amazing cinematographer, approached the way we shot it — the lenses we chose and how we would contrast that style with the above ground style. I love the subtlety of what you can do with really great lenses and we shot on with K35s — anamorphic primes. If you look at what Hitchcock used to do with his lenses and what Ridley Scott did particularly in the ‘80s, we wanted to lean into that and what the breadth of focus can do and how you can move an audience through a scene with it, so giving it that sort of classical Hitchockian thriller feel that Primes can was very important to us as well.

Besides Simon Pegg, it was surprising to see Patrick Warburton in this, who never gets to play dramatic roles. Like Mike Myers in “Terminal,” are you looking beyond the typical casting sheets to play these roles?

Yes, I love counter-casting, seeing actors pop up in roles that you don’t often see and I’ve been so lucky because the casts I’ve had the chance to work with have been incredible and capable of doing a million things. We needed a face for Archer Monroe, the patriarch of the family who dies, and the actor who holds the movie would have to have the presence to be the ghost that follows Lauren all the way through it. What Patrick, who’s such an underrated actor and comes from a strong comedy and physical comedy background, did was incredible, to be able to use his presence and his voice and his physicality, with very little screen time as well.

The flashbacks in the film have a very visceral, rapid fire quality. Did that evolve over time or did you go into shooting knowing that’s how they’d play out?

It was an evolving process. We always wanted them to have an ‘80s feel to them, so we looked at VHS and the high contrast that tape used to give. We wanted them to feel not as though they had been shot on a camcorder in the ‘80s, but that they talked back to a different era, so we wanted them to feel fragmented. Sometimes flashbacks in movies feel dull, but if they’re executed well, they’re an incredible device and we thought about how we wanted to present it to an audience with a mixture of ‘80s flavor in terms of color and texture combined with an immediate memory quality.

Was there a particularly crazy day of shooting on this?

Well, we had a tornado. The night we shot the burial sequence, a tornado came through that night and it was unreal. We had the most torrential rain, and we could shoot three hours of a 12-hour night and then we came back and did the whole thing in one night the next night, so that was pretty tricky. Then the bunker was very intense. We built that all on a stage in Alabama and obviously we had a lot of work down there, but that was a joy, to be able to work with such unbelievably talented actors as Simon and Lily in such close proximity. We all got on so well and it was very strange to be shooting this dark, psychological two-hander and then two minutes later, the whole crew’s laughing because Simon’s so funny. It was really magic.

“Inheritance” is now available on DirecTV and will be available on May 22nd on digital and on demand.