The scene where Billy McBride is held hostage at the house in Mexico was loosely inspired by events in Billy Bob Thornton's life.
The entirety of Episode 7 is meant to feel like a bad drug trip--a surreal story that becomes a unique journey in the scope of the season and that is resolved in a way that unlocks the plot.
Co-Executive Producer/Writer Steve Turner saw a news broadcast about a woman who had seen a 'little green man' on her family farm and turned it into a business by holding a yearly festival. They mixed the idea with the popularity of aliens around areas like Roswell, New Mexico, to come up with the festival in the show.
Executive Producer/Director Lawrence Trilling's uncle plays the detective that finds Loomis' burner phone. He's actually an accountant but has dreamed of acting on the side. Lawrence found the perfect role for him in that scene. He was originally just an extra, but the writers ended up giving him a line.
Nina Arianda improvised a lot of dialogue in the scene where Billy is brought back to the U.S. Her improvisation set some subtle comedic undertones for the scene.