According to Variety, Choose or Die was shot on location in London, although it may not seem like that considering all the American accents. This is the debut feature for director Toby Meakins. According to his IMDb, he’s been directing since 2003. His career began with a short titled Message Storm, which is about a woman who receives an underdeveloped photo from a dead man she used to love.

Source: https://www.distractify.com/p/where-was-choose-or-die-filmed