Go back to sleep, worm!
As he is attempting to go to sleep, Steven suddenly wakes up in a meadow on the side of a hill in Germany. He waves to two guards in a castle, who then open fire at him with their guns.
This location is a combination of a number of places. To start, the castle appears to be a version of Eltz Castle in Wierschem, Germany. It has been digitally inserted in the green hilly meadow. The meadow that Oscar Isaac is performing in is most likely near the town of Osilnica, Slovenia, where the subsequent car chase was filmed. Finally the city in the distance is Szentendre, Hungary (where the village sequences were filmed). It has been digitally inserted and cropped to look like a smaller town.
(Moon Knight S01E01, 2022)