“LOOK at this place, it’s quite something. Maybe I should be doing this up there in the dock.” Cillian Murphy is sitting beside me in the splendid Victorian courtroom at Bradford’s City Hall.

He’s just come off the Peaky Blinders set and, still in costume, looks every inch menacing gang boss Tommy Shelby. It would be unnerving, but Cillian is smiling (does Tommy ever smile?) and has left the Brummie accent on set. Snapping into his Irish lilt, he talks softly and thoughtfully about the new series of the hit crime family saga, which sees Tommy become an MP.

This series moves to BBC1 on a prime Sunday evening slot. Eighteen months since the last episode aired, it would be an understatement to say expectations are high. It’s 1929 and the financial crash has led to opportunity and misfortune for the Peaky Blinders gang. Still haunted by the trenches, former soldier Tommy has become more introspective.

“This series feels like the inside of Tommy’s head,” says Cillian. “The last series saw external forces - the Mafia - but this one comes back to Tommy. He’s still dealing with the aftermath of the war, he’s wrestling with what’s in his head. He manages to function, he has always self-medicated in some way, but he’s haunted by the past.”

And the political arena? City Hall is the House of Commons in this series, and later I watch a tense scene with Tommy and British Fascist leader Oswald Mosley, played by Hunger Games actor Sam Clafin, in the Lord Mayor’s office.

“Tommy enjoys the corruption of politics,” says Cillian. “He’s anti-Establishment, but he’s comfortable in that world. The Establishment is as morally bankrupt as the gangs.”

Creator and writer Steven Knight says Tommy is starting to thaw out: “This series begins with the (economic) Crash - the family’s stocks are wiped out and Tommy takes risks. The lines are blurred between crime and politics, legitimate and illegitimate. It makes Tommy doubly powerful. He comes up against powerful enemies - the biggest one is himself.

“After the war he was careless of his ethics and morality. He was fearless, Godless, because of what he’d seen in WW1. He had PTSD, and that never goes away. He was frozen; now he’s thawing out. We learn more about him in this series.”

Adds Steven: “Tommy’s haunted by things he’s done in the past. But I try to put into context that, whatever bad he’s done since WW1, during the war, at the request of commanding officers, 6-8,000 people were being killed per hour. That’s where the moral compass got destroyed and now he’s trying to piece it together. Anthony Byrne, the director, says this is the darkest series yet. Stylistically, it’s the most beautiful.”

The style of Peaky Blinders, the heightened drama and Western feel has made it a global hit, but still with cult appeal.

“The demographic in America is particularly strong among young people, but we have a good middle-aged audience too,” says Steven. “It’s still a family drama. It’s about the dynamics of a half-gypsy family and the rise and fall of dynasties.”

He plans to take the saga up to the Second World War. Will there be a film? “I may consider that. I’ve been asked to do Peaky Blinders the Musical, all sorts of things,” he smiles.

Peaky Blinders has been partly filmed in Bradford since the first series in 2013. Locations include the Midland Hotel, Undercliffe Cemetery, Little Germany and Lidget Green. Peaky Blinders tours in the city attract fans from around the UK. City Hall’s old cells have appeared in previous series - this time its main entrance and grand staircase are dressed as a hotel foyer, and House of Commons scenes are shot in council chambers. “It’s a fantastic building,” says Steven. “It’s great to use a place like this because it’s a ready-made set. It’s atmospheric.”

Aiden Gillan’s fingers are covered in gold rings, but it’s a different look for hitman Aberama Gold this series. The long hair is cut, and he’s in a dapper suit. “He’s part of the family now but there are tensions between him and Tommy,” says Aiden. “I see him as a violent romantic. He wants some kind of domestic bliss but he’s still on the outside.”

Is there a moral code to Peaky Blinders? “It’s about people without a moral code. But the violence has consequences. It’s a show that benefits from not having a big writing team. It’s just Steven, and it’s a well drawn world.”

Sam Clafin didn’t hesitate to join the cast. “When I got the call, without even reading it I said ‘Of course’.” Of the scene he’s just shot he says: “Moseley and Tommy are working out their boundaries in Parliament. He sees potential in Tommy. An actor shouldn’t judge his character, but I’ve done a lot of research on Moseley. Politicians are master manipulators. The rise of fascism makes this a darker series. It’s a new world for all of them.”

* Peaky Blinders is on BBC1 on Sunday, 9pm.