Sophie Thatcher on Her Private Hell, Working With Nicolas Winding Refn

Sophie Thatcher hasn’t been sleeping much lately.

“It’s been a blur,” the 25-year-old actor says when we meet Tuesday afternoon on a rooftop in Cannes. It’s the “Yellowjackets” and “Heretic” breakout’s first time at the film festival — though she fits right into the glamour clad in a badass, all-black leather Louis Vuitton look — and she’s here under admittedly insane circumstances as the lead in Danish auteur Nicolas Winding Refn‘s first film in 10 years, “Her Private Hell.” The horror-thriller premiered out of competition on Monday night to a seven-minute standing ovation, and Thatcher is still feeling the rush.

“I’ve been getting, like, three hours of sleep every night,” she continues, noting that she took days off from filming the final season of “Yellowjackets” to make it to the fest. “Last night, I was just taking everything in, but I was so overstimulated. I couldn’t fall asleep until 4 a.m.”

She felt the same while filming the movie in Copenhagen, especially its final moments where things get “really emotionally charged,” she says. “I was just running off of adrenaline and passion.”

All her hard work and restless nights came to a head during the standing ovation, when Thatcher adorably burst into tears as she hugged her director. “I was definitely really overwhelmed,” she says between sips of espresso. “But I think I felt pride. I was just proud of everyone for pulling it off.”

Alongside Thatcher, “Her Private Hell” stars a dream cast including Charles Melton, Kristine Froseth, Havana Rose Liu and Diego Calva. Thatcher plays Elle, a tortured movie star who must confront her daddy issues when her best friend marries her father. At the same time, a devilish figure, known only as The Leather Man, is going on a killing spree of young women and an Army private embarks on a mission to avenge his missing daughter. As is typical of a Refn work, the film is violent, highly stylized and doesn’t tell you what to think.

“I’ve been doing interviews and some people are like, ‘What’s it about?’ And I just get stumped,” Thatcher admits. “I also think that’s not my job to explain it. Like, it’s so open, which people are really not used to at all.”

For Thatcher, starring in a Refn film was a fantasy. Growing up, she loved the “Pusher” trilogy and “Drive,” which she credits her older brother with showing her. When she got an email that Refn was holding auditions to find his next female lead, she had a gut feeling.

“I kind of knew,” she says, her sea-green eyes widening. “Sometimes I just go in confident and know that it has to happen and I’ll do whatever it takes. It just felt right.”

After sending in a self-tape, she met Refn for the first time and they “bonded immediately” over their shared love of movies and music, particularly film soundtracks. They obsessed over Italian composer Pino Donaggio, who ended up signing on to score “Her Private Hell” after Refn realized he was still alive (Donaggio is 84 years old). “I do think that those conversations were the inspiration, which is fucking crazy,” she says.

In their first meeting, Refn also opened up to Thatcher about something traumatic — he had recently died for 25 minutes. The director had a leaky heart, meaning one of his valves wasn’t fully sealing, and was rushed into emergency surgery after the discovery was made. He survived, but emerged with a completely different outlook on life.

“For most of the story, I couldn’t tell if he was fucking with me or not,” Thatcher says. “And then finally I was like, ‘Oh, this is way too specific, he’s telling the truth.’ And then I was really touched. For him to be so vulnerable with me immediately, that’s a really special quality. You don’t just say that. So I was like, ‘Wow, I feel immediately closer to you.’”

Over three months of filming in Refn’s hometown, that bond only strengthened. “He just kind of felt like the cool dad I never had,” she says. “He took over that role, like he really brought me into his family. Me and his daughter Lola became best friends.”

Despite her connection with Refn, Thatcher is the first to admit that shooting “Her Private Hell” was “really hard,” both emotionally and practically. To create the film’s mist-covered, dream-like world — set in a futuristic Tokyo — they shot mostly in a studio and using green screens.

“It was definitely unlike any experience I’ve ever had,” she says. “I think the studio part of it all added to the uncanny feeling that the story naturally has, that fairytale-like feeling. It felt like we were dolls being placed in a dollhouse.”

Refn would show his actors what each scene was looking like on a monitor so that they could “see how we take up the space,” she says. “That helped me greatly with the tone, which was maybe the hardest for me to figure out because it’s operatic yet incredibly still.”

The on-set environment even inspired Thatcher, who is also a singer and musician, artistically. During those sleepless nights, she would turn to making music, producing “five or six songs” over the course of the shoot.

“I was like, these feelings have to turn into something or else it’s a fucking waste,” she says. “I made the movie, but I wanted to ride off those feelings and make art after. And I don’t always feel that with projects.”

Indeed, “Her Private Hell” pushed Thatcher farther than she’s ever gone in terms of her craft and learning to think on her feet. “It felt like slow improv because we would be changing the scenes every day, and rewriting them in the morning based upon dreams he’d had,” she says.

“It was scary because I’m such a perfectionist — I like knowing what to expect, I like knowing the future. I get scared a lot, and this film helped me overcome that,” Thatcher adds. “Now I’m like, I can’t not have that. It’s set a new bar for myself entirely.”

Friendship with her castmates, particularly Liu and Froseth, bolstered Thatcher during the production. “We were just trust falling into each other every single day,” she says. “We all helped each other disconnect the movie from reality, being like, ‘Snap out of it.’ We would call each other out.”

Although the vibe on set was intense, it was also extremely collaborative. Thatcher’s conversations with Refn inspired the name of her character’s father, Johnny Thunders — after the New York Dolls guitarist — and an oddly charming barking scene that found its way into the script after she shared that before they could talk, she and her twin sister Ellie would communicate as if they were dogs.

“I’ve never done a film like that, and I just want to get more bizarre and collaborate now that I’ve had a taste of helping out with the world-building and inspiration,” she says. In fact, it’s sparked an ambition to work with more European directors.

“I feel like my exposure is very purely based in horror, but kind of commercial horror. So hopefully this helps open [me] up to things that I never thought of doing before,” Thatcher says. “I’m open to experimenting and like, I don’t want to be safe. It’s not like I want to be edgy, but I want to push things a little bit.”

So, who’s the next auteur on her list? “Wim Wenders,” she says without hesitation. “He was here a couple days ago and I’m like, hit me up bro!”