It’s pitch dark and stormy and Pelle Heikkilä, one of Finland’s biggest stars, is getting slammed by massive waves in a 10-meter-deep water tank.

The shoot of “Estonia,” a Scandinavian limited series about Europe’s deadliest civil maritime disaster, is underway in Belgium at an indoor water stage. The eight-part cinematic show, which is budgeted at €15 million ($14.7 million) and is being shopped by Jan Mojto’s Beta Film (“Babylon Berlin”) at Mipcom, charts the sinking of the MS Estonia on Sept. 28, 1994, which killed over 850 people...