Lockdown was a nightmare for Luca Guadagnino. His dad died, his partner left and his myriad film projects had to be put in mothballs. As soon as restrictions were lifted, he jumped in his car and drove south from Milan, along empty motorways, right through the May night. He realises now he was in search of home.

Guadagnino, true to form, immortalised the trip on his iPhone and the resulting film is a lovely thing: part travelogue, part elegy, rattling around the director’s old village in Sicily. At one point Guadagnino stands outside his former house and inhales the smells from the open window – humidity, old grapes – like Proust with his madeleine. He wonders what kind of world the pandemic has left behind. He asks friends and colleagues for advice and support. “For a forest to stay healthy,” one tells him, “it has to periodically burn down.”

Possibly that’s a concept with which he’s already familiar. While Guadagnino rarely feels the need for anything so dramatic as a fire, his films are built around themes of change, death and renewal. His characters, too, are often works in progress, thrown to the winds, like Suspiria’s Dakota Johnson, seduced and repelled by 1970s Berlin, or Timothée Chalamet in Call Me By Your Name, whose summer romance is simultaneously ruinous and foundational. In A Bigger Splash, Ralph Fiennes loudmouth record producer dances lustily to Emotional Rescue beside the pool of an Italian villa. He’s pathetic, he’s pitiful – but there’s something glorious about him too. “Ah, Ralph,” sighs Guadagnino when I mention this scene. It’s as though he’s pining for a friend he fears he’ll never see again.

We meet in Venice, during the pandemic’s brief summer lull. He’s lounging at a corner table by the open window, sunlight bouncing off the hotel walls. The layout is such that we can probably dispense with our masks. Unguarded people have better conversations anyway.

The director has several projects he has now finished, and is eager to discuss and promote before he moves on to new ones. That’s because he’s a workaholic, always on the go, which he now thinks was a factor in his relationship ending. So he’d like to talk about Fiori, Fiori, Fiori, his little lockdown film, and he’d like to talk about Shoemaker of Dreams, an affectionate documentary about Salvatore Ferragamo. Mostly he wants to discuss We Are Who We Are, his eight-part HBO series, which stars Chloë Sevigny as the incoming commander of a US army base in Italy and Jack Dylan Grazer as her upstart teenage son. Guadagnino says that he almost didn’t do it. Doesn’t like TV, doesn’t watch TV. “Maybe Berlin Alexanderplatz or Twin Peaks. But those are more like cinema anyway. TV hasn’t revolutionised the language anyway. People who say that, it’s just a PR stunt.”

Based on the standard of the first four episodes, I’m glad he bit the bullet. We Are Who We Are is a terrific series, a tale of boundaries and bubbles, lightly thrown against the backdrop of Donald Trump’s 2016 presidential campaign. It is immediately apparent that the military base is the US in microcosm, with a baseball diamond and a Starbucks franchise. But it sits in the wetlands near Venice, where army brats can stroll around crumbling ancient towns and steer vaporettos up small weed-clogged inlets.

The Department of Defense was initially gung-ho for the show. HBO promised Guadagnino that he would be allowed to shoot the whole thing on the army complex at Vicenza and provide all the extras. “And I thought, ‘Are you sure? Have they read the script?’ First, the kid is 14 and drinks like a drunkard from, um …” He racks his brains to think of the world’s drunkest city. “Bristol. And the girl wants to change sex and the mother is sending troops out without preparation and the colonel is smuggling fuel. I really don’t think they’re going to allow us to do that.”

Sure enough, he was right. “We got a call. The Department says no. They are not going to allow us to shoot on the base. They are not going to help us in any way. In fact, they would prefer that this show never happens.” In the end, he explains, HBO stumped up the cash to construct an ersatz base nearby.

Guadagnino’s work is almost always about outsiders who crash-land on foreign soil. The dancer in Suspiria; the decadent Brits in A Bigger Splash; the Army brats in We Are Who We Are. His face falls when I point this out. “Oh,” he says. “That makes me so sad. I feel that I am so repetitive.”

In any case, he understands why this is. Guadagnino spent his early infancy in Addis Ababa, the son of an Italian father and a north African mother. A sense of foreignness is basically built into his DNA. “I hate to point at my films and say, ‘That’s me!”, he says. “But the truth of the matter is that my mother is Algerian and I grew up in Ethiopia. I arrived in Palermo and was treated like an alien by the children in school. Then Rome. Then Milan. I feel very comfortable in my skin, in my identity. But I have never felt at the centre of things, never felt that I belonged to people, or to places.”

We’re supposed to be talking about the HBO series, but the direction of our conversation appears to have cast him down. For the past 11 years he had lived very happily with Ferdinando Cito Filomarino, who worked as a second-unit cameraman on his films. At the start of lockdown, however, the relationship broke down. Shortly after that, his father died. “And to say that these two happenings made me pay a hard price – well, it’s an understatement. It’s made me think a lot about abandonment. Because I didn’t want to be abandoned by my partner and I didn’t want to be abandoned by my father. And yet they both did in a way. Because of misunderstandings. Because of illness. And this really has churned up my sense of self. My need to belong. The impossibility of belonging.” He scratches at his beard. “Pressure and desolation inhabit me today.”

As a kid, he explains, he didn’t mind his own company. He was a lonely boy, but good-lonely, happy-lonely, in that he basically sat around watching classic films every day. From the start, he was drawn to wild fare, transgressive tales; the movies that seduced him and then scared him half to death. He loved films by Pasolini and Bertolucci, Fassbinder and Hitchcock, although he is aware that many of these productions are now back-shadowed by scandal. “I mean, Marnie’s a masterpiece. The Birds is a masterpiece. But I feel sorry for the way Tippi Hedren was treated on these films. She was put through hell. And I had the pleasure of meeting Tippi Hedren a few years ago, because she’s the grandmother of Dakota Johnson and she came to the premiere of Suspiria, which I think she didn’t like very much. She said, ‘Errgh, what’s that?’ But she was so beautiful and chic that I took it as a compliment.”

Growing up in Sicily, he used to dream of a life filled with interesting people: artists and stars, weirdos and outsiders. “And I succeeded,” he shrugs. “But what I’m scared about now is that what I wanted I got. Because I was obsessive and stubborn – all those qualities that can be painful for the people around me. I can’t help it, I’ve tried. But it is bad for other people.”

I’m guessing that this is the desolation and abandonment talking again. Guadagnino nods miserably. “Yes, Xan, yes. I am very sad, yes.”

What he needs, I suggest, is a fresh challenge to tackle; a new project to engage with. Currently there is a remake of Scarface in the pipeline, plus a mooted BBC adaptation of Evelyn Waugh’s Brideshead Revisited. But maybe he should go and tackle something outside his comfort zone, too? Something separate from film, personal and private.

“A garden,” he says, his eyes misting over.

I think I must have misheard him, but no. This, it transpires, is Guadagnino’s last unfulfilled dream. “All my life,” he explains, “I’ve wanted to grow a garden. Now maybe I’ll do it. I hope that I do.” He plans to fill it with flowers, native and transplanted. Then he’ll sit down among them and call the place home.

• We Are Who We Are will be available to stream on BBC Three via iPlayer from 22 November.