Michelle Dockery just finished a long day of filming at Highclere Castle, the English country house that always looks so lovely on “Downton Abbey,” even though most spring days there, like this particular one, are wet and windy. Before heading off to a late dinner with “Downton” creator Julian Fellowes (“I’m going to try to find out some story lines, but it’s like getting blood out of a stone,” Dockery good-naturedly complains), the Emmy-nominated actress took a break to talk about where her character, Lady Mary, might be heading in the wake of the shocking Season 3 finale death of her beloved husband, Matthew (Dan Stevens).

Q. So how far along are you in shooting the new season?

A. We’re almost halfway through. We’re filming Episodes 5 and 6.

Q. Lady Mary’s wedding …

A. Oh, no, not yet! (Laughs.) She hasn’t moved on that quickly!

Q. Some worry she will move on too quickly. She must mourn Matthew! Properly!

A. And she will. There’s no way she’ll fall for someone that quickly. Matthew was the love of her life. But …

Q. I knew there was going to be a “but …”

A. Well, the predicament that Mary’s in now is that she does need to find someone eventually. She has the heir to Downton, she has baby George and she is under pressure to find someone. In that world, women had to find someone. It was all about marriage and who you’d spend the rest of your life with.

Q. Judging from what I’ve read, potential suitors are making a beeline to Downton.

A. Oh, they are! Yes! She’s an eligible bachelorette. It’s exciting. We’ve got some great actors joining the show.

Q. Were you surprised when Dan decided to leave “Downton”?

A. Initially, I was very sad to hear he was going. It has been strange not having him around because we had become very good friends and had done pretty much every scene together for three years. But the positive is that it’s opened a huge door of opportunity for storytelling. How is Mary going to survive without her Matthew? Her world is completely turned upside down.

Q. Which gives you more drama to play than, say, Mary not getting enough sleep because baby George has been crying all night.

A. Yes! There’s more drama in misery, though I suppose not getting enough sleep would be miserable too.

Q. The finale ended with that close-up on Matthew’s lifeless eyes and bleeding skull, did it have to be that graphic?

A. It had to seem final! We couldn’t leave it open because it would be brutal if people were wondering if he was still alive. I remember when I first read it, I was just in a flood of tears. It was the finality of mine and Dan’s time together on the show. But then I thought, “Wow! The audience will really be shocked!” And because the rumor got out that Dan was leaving, people were prepared for it. But they were not prepared for it being that brutal. But as I say, it had to be that way.

Q. And now even midway through filming the upcoming season, you still have no idea where Fellowes will be taking Mary?

A. I haven’t a clue. And that’s what’s brilliant about the show. Julian writes as he goes along, and the story develops from each set of rushes he watches. The thing about Mary is that she’s incredibly strong and has already been through quite a lot. Before Matthew died, she lost a sister and went through the whole scandal with Pamuk and Richard Carlisle. She’s really been through the mill. And what’s wonderful to play is the whole British, stiff-upper-lip thing. You keep calm and carry on. She’s not weak. She’s a survivor. So she will come through it.

Q. Just not too quickly …

A. It will take a long time. I promise.