“Narrative is overvalued,” says Luca Guadagnino, 46, the Italian director of Call Me by Your Name, a stirring love story adapted from a novel by André Aciman. “I don’t know what stories I want to tell. I know what I want to do. I want to make movies that are capable of creating an emotional shock. Whether it is a shock of tenderness or a shock of horror, I’d like to provoke a very strong emotion.” Narrative, the winter morning we met, was notional, an abstraction in a poem built of concrete images, potent enough to conjure an emotion. Behind Guadagnino, a pair of 1950s reindeer masks, one upside down, hung in the branches of twin dead trees. Two silos, a broken-down windmill, the desolate remains of a farm. The landscape’s forsaken majesty reminded him of Tobe Hooper’s Texas Chain Saw Massacre, in a good way.

Guadagnino, gangly and gentle, with a brooding, professorial look and wild hair, shook the remains of a bag of pretzels into his mouth. He had on brick-red leather high-tops and was wrapped in a fabulous swath of black fabric. “I’m wearing next-season Prada women’s wear because I arrived in the desert convinced that it would be hot and I was basically freezing,” he said. The coat was borrowed finery, care of W’s fashion editor on set. Guadagnino had been here, on the wind-licked valley floor at the edge of the Mojave, since just after the sun came up. Earlier, there had been a rainbow, arcing complete across the nearly blank desert, its pot of gold secreted away in a rundown toolshed.

Guadagnino’s story, if there was a story, was about twins, freaky twins, an homage to Diane Arbus’s masked children, the Grady girls from The Shining, and one of his favorite films, Tod Browning’s Freaks. He had chosen the British model Adwoa Aboah and the Dutch model Rianne van Rompaey: divergent gingers, sisters by freckles.

Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah - Volume 2
On both: Miu Miu dress, top, and belt; tiaras from Early Halloween, New York.

Directed and photographed by Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah. Styled by Sara Moonves.

Adwoa—her English mother is a prominent London fashion agent, and her Ghanaian father is the director of a tech company—is 25 and an activist whose depression and drug addiction led her to start an online community for young women called Gurls Talk. Her hair is cropped close; her eyes, heavy lidded. When she speaks—husky, deadpan, soft—a tooth jewel gives a dull flash.

Inside a large black tour bus, where the heaters were cranking, Adwoa pointed to an image of Rianne and herself, their faces completely obliterated by bobbly oversize reindeer masks. “What if this is the cover?” she said to Rianne, smiling mischievously. “Have you had the cover of W?” Rianne demurred. Adwoa said, “First cover of W, yeah!”

Adwoa stood up, tightened a white terrycloth robe around her waist, and secured a Burberry scarf around her head, before descending the staircase of the bus. Outside, leading a procession of hair and makeup artists, prop masters, and production assistants—armed with Makita blowers, wearing pitiably thin canvas sneakers—Adwoa traversed the hardpan, and kicked a tumbleweed with the toe of a white Céline rubber boot. At the margins, Rianne, a tall, pink-knuckled wisp in a camel coat, made her way, determined as an Arthurian princess who had lost her horse. Get me back to Amsterdam, you could almost hear her think.

Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah - Volume 2
On both: Loewe top, skirt, and sneakers; David Yurman earrings.

Directed and photographed by Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah. Styled by Sara Moonves.

Guadagnino jumped up, scattering pretzels. He was going to photograph the models himself. In the middle of the field, he stopped before a ramshackle building with a roof of corrugated tin. Beside a camera rig, someone had placed a wooden crate, painted with the word milk, for him to sit on. Cloud shadows slid across the distant foothills; contrails scarred the cold blue sky. As assistants fiddled with fills and screens, he sat on the crate, shoulders hunched over, holding his phone. “I changed my schedule,” he said into the phone. “I’m in the middle of the desert for a shoot.”

A moment later, Guadagnino was on his feet. “We’re reeeady,” he singsonged, “Here’s Johnny”–like. Assistants removed Adwoa’s robe and Rianne’s coat, revealing long Alexander McQueen evening dresses underneath. They perched primly next to each other on a splintery, slim wooden bench backed up to the ramshackle building.

“Can you sit like two schoolgirls, with your hands on your knees? Perfect! Yeah, fantastic!” Guadagnino called, as the models gracefully obliged.

“Do we have some bonnets?” he asked. Out came bucket-shaped bonnets, made of dour black silk. The models, handmaidenly, put them on. Between shots, it was so blustery they could not get their cigarettes to light. Rianne lit off Adwoa; if only for a second, they were conjoined.

“Look toward the pray-erie,” Guadagnino said, meaning the open terrain, past the barbed-wire fence, that stretched out before the foothills. “Open the eyes, on one, two, three!” The wind kicked up. “Look at that!” Guadagnino said, elated, peering into the monitor. Then, into the wind, he shouted, “Cover the girls!”

Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah - Volume 2
Comme des Garçons Comme des Garçons dresses. Beauty note: Go bare but better with Revlon Kiss Plumping Lip Crème.

Directed and photographed by Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah. Styled by Sara Moonves.

Guadagnino, who lives in Milan, has been traveling back and forth to Los Angeles for the better part of a year. Call Me by Your Name—a critical hit and a box-office breakthrough for an indie auteur—was nominated for a slew of awards, including three Golden Globes. The day before the cover shoot, the film had garnered four BAFTA nominations, best direction among them. “You get a nomination every day now!” a crew member said. A best picture nomination from the Academy of Motion Picture Arts and Sciences seemed all but inevitable. (Days later, the Oscar nomination for best picture was secure, along with three others.)

“Don’t say it!” said Marco Morabito, Guadagnino’s longtime producing partner, who had come to the desert to lend moral support but was feeling superstitious. They met in Rome 20 years ago, at a dinner party where Guadagnino, an excellent cook, made pesce al sale. “I was shocked by him,” Morabito said. “Compared with Roman behavior, Luca was like an antidepressant medicine.” They started working together, producing music videos and films. Eventually, they made I Am Love, with Tilda Swinton, the first in a trilogy, set in Italy, exploring the amorous lives and hidden desires of the cultured upper-middle-class, of which Call Me by Your Name represents the final installment. (The middle chapter, A Bigger Splash, was inspired by La Piscine and also stars Swinton.)

“I’m very fascinated and interested by cosmopolitanism and by flux and movement of people,” Guadagnino said. He spent his early childhood in Ethiopia, where his father, an Italian professor of history and literature, had a teaching job. His mother, who is Algerian, grew up in Casablanca. Guadagnino’s family moved back to Europe when he was 7, living in Palermo, Rome, and London before finally settling in Milan.

Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah - Volume 2
On both: Undercover top, skirt, and earrings; Suzanne Rae shoes.

Directed and photographed by Luca Guadagnino with Rianne van Rompaey and Adwoa Aboah. Styled by Sara Moonves.

“When I went to Morocco for the first time, I came off the plane and I still remember the wave that hit me was so strong,” he said. “A sense of belonging. An immediate sense of lost time that I was regaining. It was amazing.” Italy, however, feels like home. “The DNA is really Algerian, Arabic, Moroccan, but the culture and the sense of belonging is Italian.” Though he has not returned in some 40 years, the light of Ethiopia, conjured by the Southern California desert, has never left him. He has always wanted to set a movie there.

In the meantime, though, Guadagnino’s next film, which he is producing with Amazon, is a take on Dario Argento’s 1970s cult horror film Suspiria, about an American dancer, played by Dakota Johnson, who discovers a terrifying secret about the German ballet academy she attends.

In the desert, the moment of horror was imminent: The sun was dropping, they were losing the light. The town cars were idling, purring like panthers, promising a cocoon of Bach, heat, aloneness, phone. “Hurry, hurry,” everyone said. It was time for The Shining. The models put on a pair of pale-blue cotton dresses. The procession marched again from the bus, across the field, to the barbed-wire fence. The director and the models climbed over, into a wider expanse. The ground was covered with bullet shells and whippet canisters. Good times. The coat and the robe came off. Strappy red Louboutin sandals went on. Everything was astonishingly radiant, and the models, ecstatic in the interstices, almost done now, shook uncontrollably with cold.

Related: How Jordan Peele, Greta Gerwig and Luca Guadagnino Ended Up Directing W Magazine Covers