The British Pathe website has some film of Diana Rigg and Patrick Macnee filming The Avengers, on location at Beaulieu, Hampshire, in 1966.
It’s for the episode ‘Dead Man’s Treasure’ and they’re shooting ‘tag’ sequences for the end of the show. There are two files: the edited newsreel version and all the uncut footage.
It seems quite small scale. Just a couple of handheld battery-powered lights, a man with a reflector covered in tin-foil (you can see the roll of Bacofoil on the ground in one shot), a small camera and no sign of anyone recording live sound for this sequence, the editor probably added library effects. The ‘catering’ seems to be sandwiches laid out on the ground on a picnic blanket.