After trawling the internet and doing some detective work of my own I have found out a little more about the first few episodes of season 3.
"The Comedy Theatre was built in 1928 so that fitted the bill pretty well perfectly. Talking to the producers and the director about Episode 1 it became clear that their vision was for a whole stage show but unlike a typical stage production where you get weeks of construction, we virtually had to pre-construct everything so that it could all be pre-cut, pre-made, pre-painted and delivered on the day of the shoot. We had to set it up on the day of the shoot and we had to shoot it within three days.”
Robbie was particularly concerned that the dancers would arrive without any sense of the space in which they had to perform, so he built a model of his multi-tiered stage for them and took it to the dance rehearsal studio. Then there was the water tank, into which a bound Phryne Fisher is lowered and must escape. “The tank was a big exercise for us because it had to be built to hold nearly a couple of ton of water and be safe,” Robbie says."
So we can deduce that episode 1 will be set around the theatre and is probably the episode that these amazing images come from:
Episode 2 will be titled Murder the Maiden or possibly Murder and the Maiden