It has been revealed in this months DWM that the current episodes in production are episodes Two and Three directed by Doctor Who newcomer Saul Metzstein.
Episode Two written by Chris Chibnall and a Western themed adventure for Episode Three by Toby Whithouse. Filming is taking place at Oasys Parque Temático del Desierto de Tabernas .
The Sun reported today:
A BBC spokesman said it was more cost-efficient to film in Spain than recreate the set in the UK, while the weather conditions will also prove sunnier than Cardiff, where Doctor Who is usually shot."Matt and Karen are really excited about the episode. Filming on the same set as a lot of western films, together with the Spanish weather, will give it an epic feel."