The climactic battle in “Thunderbolts is unlike any other Marvel Studios movie. Whenever members of the titular antihero team come into physical contact with Bob Reynolds (Lewis Pullman), they are suddenly sucked inside the memory of one of their greatest shames.

For Yelena Belova (Florence Pugh), it’s when she lured her friend to her death as her first test for the Red Room.

For John Walker (Wyatt Russell), it’s sniping at his wife and neglecting crying son during the events of 2021’s “The Falcon and the Winter Soldier.”

For Valentina Allegra de Fontaine (Julia Louis-Dreyfus), it’s witnessing her father’s murder as young girl.

This sequence is shot by director Jake Schrier (“Paper Towns,” “Beef”) and cinematographer Andrew Droz Palermo (“The Green Knight,” “Moon Knight”) with hand-made aesthetic.

Schreier talked about designing the shame rooms and his personal inspiration for Bob’s character, his involvement with the post-credits scene that sets up the team’s role in 2026’s “Avengers: Doomsday.”

The end credit scene?

That was shot four weeks ago, and I did not direct that. That’s the Russos on the set of “Avengers: Doomsday.” I got to be there, which was fun, to watch your buddies go on to this grander scale.

Sam Wilson was going to be suing them for using the name “Avengers”?

We all worked on the scene just to make sure that it was honest to where our characters were. You’re giving them over to this whole new world and scope, and you want them to function in that way. It was fun to see them directed in another context and on a different level of scope.

Having Sentry/the Void in the movie, and explore loneliness and depression in Marvel film?

Sentry/The Void was in it. Writer Eric Pearson and executive producer Brian Chapek had found that together. It’s just who that character is, and what [comic book writer] Paul Jenkins did in introducing him–it was always a parable for mental health. It felt like interesting opportunity to bring over some of the ideas that we explored in “Beef” and see if they could work in even larger scale.

A generation of young men desperately lost and alone and depressed

Once it became Lewis’s role, and we started working together, and you would just see these moments that felt resonant. It wasn’t really an intent to speak to that. But I think, like, as we made it, it felt like, oh, there is some resonance there. We never wanted to kind of lecture anyone or pander to anything, but just make it feel honest. I mean, to me, that character was always based on a friend of mine who has gone through a lot of this stuff, and would have these very high highs, and would always bring in this very  self-destructive quality underneath it. He really needed to learn how to exist within the middle of that and be okay with being himself

The last thing that I would want to do is make anyone feel lectured to, or make some overt message more than hoping that everyone who sees themselves in the movie feels understood on some level. It’s really about what connections you can find, this idea that in the wrong hands, someone going through those things can be spun in the way that Val does [to Bob] and led down a darker path — versus, if you make a real connection with someone, there’s a sounder way out of that.

Designing the shame rooms?

That was something that we really deepened. At first it was like, We can’t beat this guy on the outside, obviously, so there has to be some internal resolution. Brian Chapek came up with the idea of going into the Void. And given that Kevin [Feige] had said, “Go out there and make it different — do it in camera if you can,” [we thought] it would be fun to do a practical rendition of what getting stuck in a thought loop or a shame room would be. It was really when [“Beef” creator] Sonny [Lee] came in and did multiple drafts, and working with Grace Yun, our production designer on both “Beef” and this, that we got into the specifics of what those rooms would be. [Screenwriter] Joanna [Calo] picked up on that and took it even further in terms of getting back to that initial room that we find Yelena in in the beginning of the movie, and making that this callback of the idea that the greatest shame of all was thinking that you could be something bigger than yourself, that his aspirations towards heroism are actually what brings everything down and that you need to learn to be OK with who you are without that.

Bob, Elena, Walker and Val’s shame rooms

I was very sad not to not to get to see especially Alexei’s shame room. Yeah, we tried. There was a time when the finale became an escape through all of their shame rooms, and I think that would have been very fun. But something Joanna really spoke up for was needing to have a Big Bad moment before they got out of the Void. And if it’s going to lead to the heart of the Void, then it felt like it was more important to take a journey through Bob’s shame rooms — as much as I am very sad not to have gotten to get in every character’s past.

We got pretty far. We have full animatic, storyboarded sequences of different versions of the end of this movie.

We had Alexei in the gulag, I think, having been thrown in there. I believe Ghost’s was about her time in the orphanage, and being this girl that no one wanted to be around — to be able to be invisible and see the way that you’re perceived and no one wanting to associate with you felt very sad. We had a lot of different Bucky ones. We always wanted to do something a little less than the expected idea. There’s some very obvious things for Bucky, but I think at one point, Joanna had written something around some shameful moment in Boy Scout camp. But I don’t know that that would have really been the right path for it. That’s the nice thing with working with these actors — they’re such invested, caring guardians of their characters and their arcs that they’ll let you know something feels false or not right to them.

What their shame rooms mean?

Anything when you’re doing practical, in camera effects — like, there’s just head turn transitions and match cuts — I think the actors are all a little like, “Are you sure, man? Is this it?” And it’s like, “No, I think it’ll work.” I love what Joanna wrote for Walker. It does speak to that terrible moment from “Falcon and Winter Soldier” — not in going back to that moment, but more in going to what those kind of moments do to us. The idea of seeing a character like that in this strikingly small, very relatable domestic situation might feel like an even better jolt into the emotion of what that can do to you.

A blockbuster about shame and depression and loneliness?

Kevin had said from the beginning, “Make it different,” so I never felt like I was running away with something. I said, “I don’t want this to be the weird one.” We did this movie with the collaboration and support of everyone at the studio who have made all of these other movies that are so great. The hope was that you get to the end of this and it’s got all the action, all the explosions and all the humor that you expect from a Marvel summer movie. The other side of it goes to a more internal place, but when you get to that post-credit sequence, it lives up to the legacy of those films.