This place between the two worlds is filmed in Dadaepo Beach in Busan according to this IG pic.
韓文名稱 Name in Korean：다대포해수욕장
This bridge is Woljeonggyo Bridge in Gyeongju.
韓文名稱 Name in Korean：월정교
This location inside the palace was actually filmed in Osan right next to the filming set of Arthdal Chronicles, if you look at the pictures in this blog, you will see that the sets of Arthdal Chronicles.
Below is the address of Arthdal Chronicles Filming Set.
韓文地址 Address in Korean：경기 오산시 내삼미동 240
This filming location is the Cinema Room in a karaoke named Soriya, located in Goyang.
韓文名稱 Name in Korean：널부르는소리야노래연습장
地址 Address：경기 고양시 덕양구 화신로260번길 47
This is Munsan Catholic Church located in Jinju in Gyeongsannam-do.
韓文名稱 Name in Korean：문산성당
地址 Address：경남 진주시 문산읍 소문길67번길 9-4
This restaurant is located in Ilsan Goyang.
韓文名稱 Name in Korean：오병가즉석떡볶이
地址 Address：경기 고양시 일산동구 장백로 184 우신프라자