Many thanks to tam_ao for sharing a group photo of Keanu and the Essaouira team on instagram.
Many thanks to amine.octopus for sharing a scenery photo on instagram. Comment says they are on the way to Merzouga.
Many thanks to dan.laustsen for sharing a black and white morning shot of the desert on instagram.
Many thanks to heme_style for sharing a photo on instagram and two clips on IG story which are here and here. Comment on photo indicate that they (at least the costume designer) are in Erfoud.
Note: The closest airport to Merzouga is located in Errachidia. Errachidiais 1 hr 50 min from Merzouga. Errachidia is 1 hr 9 min from Erfoud and Erfoud is 44 min away from Merzouga. Looks like they flew from Essaouira to the airport in Errachidia. and traveled from there to Erfoud. Doubt they will spend 44 min a day traveling to the shoot locations so looking for them to travel to Merzouga next.