After traveling alone to the Finnish capital on February 16th, 2020, Costello worked for three days at Suomenlinnan Studio, a recording facility a twenty-minute ferry ride from downtown Helsinki. Asked about the choice of recording location, Costello, explained, "I wanted to go somewhere nobody knew me. So, this is ‘The Helsinki Sound.’" The resulting track was "No Flag," Costello says, “I sang live on the studio floor, directing from the vocal booth. We cut nine songs in two days. We spoke very little. Almost everything the musicians played was a spontaneous response to the song I was singing. I’d had a dream of recording in Paris like this, one day.”