This was actually the last episode in the series to be shot as - being set in a different time - all the sets had to be significantly redressed.
The idea of doing a flashback episode explaining the origins of the ghostly proceedings in the haunted titular home actually started with Mike Flanagan's previous mini-series, The Haunting of Hill House (2018). Although fully written and ready to go, problems with scheduling and budgets meant it never got off the printed page. Instead, Flanagan resurrected it for The Haunting of Bly Manor (2020).
During Viola's wedding you can hear the piano keys from Haunting of Hill House
This is a flashback episode set over a century ago before the main events of the series. It is mostly shot in black and white.