The actors don't know who played the killer, but creator Ryan Murphy had them do multiple takes of scenes as though they were the killer.
In the buried scene, the production team had to take the actresses' measurements in order to create some fibre glass tubes in the earth for the girls to stand in. The actresses were then covered with a big pile of sod that reached up to their neck line. Lea Michele (Hester) had the worst experience in this scene because the insects were crawling all over her face.
The line "what fresh hell is this" is said by Chanel. In American Horror Story: Coven (created by the same people who created Scream Queens) the same line is said by Delphine LaLaurie, played by Kathy Bates. This is a quote from Dorothy Parker, famous Algonquin Round Table member.
When Emma Roberts was filming the scene where she gives the new pledges her death stare, she had to keep looking away from Lea Michele because she couldn't keep a straight face when looking at her.
Abigail Breslin (Chanel #5) and Lea Michele (Hester) previously starred together in the movie 'New Year's Eve (2011)