Isaacs said that when he first found out about that final, meta twist—where OA jumped into a dimension where Brit Marling and Isaacs were both actors on a show very similar to The OA itself—his "head was spinning." He was first unsure about playing himself in the show, until he realized that there was more to the character than just his real-life persona:
When they told me the end of Season 2, I went, “Wait, guys, are you actually sure? That sounds nuts to me. What can you possibly do afterwards?” So, they sat me down and told me, and 15 minutes later, my jaw was hanging open. I just couldn’t wait to get started making it. And now, it looks like we won’t be making it. I’m sad, not just for the fans, but for me, because I was at the front of the line. I’m such a huge fan of the show. I’m dying to see the rest of the seasons because I know they happened in their heads, and I so enjoyed and was moved by the first two.
And, sure, we're sorry, too. But until Netflix decides to bring the show back or we figure out a way to jump to a better, more perfect dimension where The OA gets all five seasons, all we can do is give the entire Isaacs interview a read over on Collider and dream about what could've been.
It’s Hap inside of some version of Jason Isaacs, in a universe that they were going to create, so there was all kinds of fantastic potential there for that. And it’s a world in which Jason Isaacs is married to Brit Marling, by the way, which many people thought was true. They just were so smart at playing with those expectations, and coming up with things that were both interesting and clever, but also moving and human. And they changed the goalposts, all the time. Season 2 was so different from Season 1, and Season 3 was going to be very different from Season 2, as well. I feel sorry for everyone, and mostly sorry for me, that we won’t get to watch it.