I thought it was a very interesting examination of the nature of female power, authority, and agency. There have been quite a few films released this year where that theme is present but it's a very important one here.
The historical Sarah Churchill was a fascinating woman, who ended up being the matriarch of a great British aristocratic dynasty, including an ancestor of Winston Churchill and Princess Diana. She also was the primary force behind the creation of Blenheim Palace, spending much of her time before and after her break with Anne supervising its construction and the design of its interiors and grounds. She published her memoirs in her 70s and lived into her 80s, outliving her husband and all of her children.
The set designers really did their research for this film. Some scenes were shot at Hampton Court, which was one of Anne's primary residences, along with Kensington Palace, Windsor and St. James' Palace. The last three are still in use today as royal residences and offices, and their interior spaces have been much altered since the early 18th century. However, Hampton Court ceased to be used as a royal residence under George II, so the interiors are closer to what Anne would have lived in. The other very interesting detail was the use of blue and white china for tea by the women. That particular type, both Chinese import and Dutch delftware, was introduced to England during the reign of Anne's sister Mary and her brother-in-law William.