In one scene, Stone is transported across the Prince of Wales Bridge, while another was filmed in the Butetown Tunnel in Cardiff.
Countryside near Builth Wells, Powys, also features prominently throughout.
BBC Roath Lock Studios in Cardiff was the production base during the 17-week shoot.
In total, more than 120 local crew members worked on the production.
It is the latest show filmed in Wales, following the ITV drama Believe Me, Netflix’s Havoc, with Tom Hardy, and House of Guinness, where north Wales doubled as Ireland for some scenes.