"I almost don't think of gender in a binary way, like male and female," says Redmayne, "For me it feels like there is a spectrum in which people sit in different places and that should be celebrated. It was a privilege getting to play Lili and of course one investigates oneself and you find parts of yourself that perhaps you haven't accessed before."
Redmayne stresses the film is more about Lili discovering her true self in an era when times were starting to change, though not fast enough.
"The war had changed gender boundaries, there was a sort of femininity that crept into fashion haircuts and there was an androgyny in the clothes, but there was still a way in which you were judged as male or female, having to do with gonads and ovaries. I think that became one of Lili's obsessions. Of course she had no predecessors that I'm aware of, she had no one to discuss it with."
One pivotal scene shows the actor looking in the mirror with his genitals tucked away with the camera tracking down his body. "Journalists always ask how are love scenes and I say it's exactly like you getting naked in front of a group of people. It feels odd," Redmayne chuckles, "but this was absolutely about Lili finding herself. For me it ended up being more about her face and what she was seeing in herself that was interesting."
Much has been made of a non-transgender actor playing Lili at a time when transgender personalities like Caitlyn Jenner and Orange is the New Black star Laverne Cox are in the spotlight. Redmayne made contact with the transgender community.
"I met as many people as I possibly could and their partners and heard their stories," he notes. "What was extraordinary for me was how they described wearing too much make-up and clothes that were wrong and how they walked exaggeratedly. It's like being a teenage girl going through adolescence and making mistakes in order to find yourself. By the end I'd pared it down and it became more about being content in your own skin really. Vocally she had found her voice, I think."
The film reunites Redmayne with Tom Hooper who directed him in 2012's Les Miserables. Redmayne's profile is only likely to go higher as he is currently starring as Newt Scamander in the highly anticipated Harry Potter prequel, Fantastic Beasts and Where to Find Them.
"That project came about because I had an early meeting with the director David Yates and he talked me through the world that J.K. Rowling's was creating. Then I got to read a script and it blew me away. I loved those films and I've read the books and the idea of getting to enter that world and getting to work with her and David and this extraordinary cast and crew is quite a dream. I'm really enjoying myself but I literally can say nothing. Or else or I'll get shot!"
Alicia Vikander's name was unfamiliar to many when it was read out at last week's Oscar nominations. But they'll soon know it.
The petite Swedish actress was nominated for her role in The Danish Girl, just one of many projects heading to the big screen and cementing Vikander's place as the breakthrough star of 2016.
The past year has seen her glide sensually as an alluring robot in Ex Machina, sport a groovy 60s look in The Man from U.N.C.L.E. and star alongside Game of Thrones' Kit Harrington in Testament of Youth.
And that's just the tip of the iceberg.
"It's a bit of a coincidence actually," Vikander says. "It's a body of work that's been done over three years and they're all coming out. When you're shooting films you put your head in the sand, you kind of get tunnel vision."
In addition to The Danish Girl, she has completed The Light Between Oceans - which was filmed mostly in New Zealand, where she became involved with co-star and current boyfriend Michael Fassbender.
Vikander stars in The Danish Girl , playing 1920's Copenhagen artist Gerda Wegener, wife of fellow artist, Einar. Gerda supported her husband through the gender transformation and stayed married to her as Lili.
Vikander holds her own against last year's Oscar-winner, Redmayne, as Lili. In fact, some critics say she steals the show - something she's been doing for a few years now.
In her first major role in the 2009 Swedish film Pure she won Sweden's best actress award.
She also starred in Oscar nominated 2013 Danish film A Royal Affair. British director Joe Wright was impressed and cast her in Anna Karenina and more doors starting opening for her.
"Suddenly I had the door open then around the same time Noomi Rapace was starting to get work abroad," Vikander recalls.
"Beforehand I didn't know you could do that and I realised my English was my big barrier. Now because of the ease of travel and language you can look for talent anywhere and I think that's lovely because it brings a variety of cultures and artistry. And I love to travel."
That included the jaunt to New Zealand in late 2014 for the role as Fassbender's wife in The Light Between Oceans, directed by Derek Gianfrance (Blue Valentine, The Place Beyond the Pines) and based on a book by Australian writer M.L. Stedman.
"It's definitely about a strong relationship as well as the things those people go through and the consequences of moral decisions they make. If you've seen Derek's previous films they're quite full-on emotionally and this is similar."
"New Zealand is the most beautiful place," Vikander enthuses. "We lived in trailers shooting on the beach ... and every day the nature looked different. I got to catch my own fish, which we ate in the evening. That was a treat."
She entered blockbuster territory last year with Guy Ritchie's The Man from U.N.C.L.E. and is currently filming the fifth Bourne film alongside Matt Damon with director Paul Greengrass.
"It's the people who draw me to a project and also the fact that the part is different from anything I've done. Paul is a great filmmaker and I love that he's so open and says 'You know this is a popcorn movie', yet when I get the script it's so involved.
"They've waited eight years and society has changed, so now it's more about subjects like privacy in the post-Snowden era. He brought some really good subject matter into something that is supposed to be and will be, hopefully, very commercial."
Who: Eddie Redmayne and Alicia Vikander
What: The Danish Girl
When: In cinemas on Thursday
