But using actors for reenactments while interviewing the real people is something those documentaries usually do.
Knowing that none of the interviewed characters die in the reenacted scenes isn't a big deal. There can still be suspense even if you know a characters makes it out alive (we know that the characters aren't in danger 90% of the time on pretty much all shows) and maybe the season will move beyond showing us the documentary. If we see the production side Sarah Paulson's character could take of the Shelby wig, go home and suddenly experience the horror she has been reenacting for real and die that way.
I wonder if they actually need the interview segments or if they just decided to use the documentary angle to squeeze in more actors, we have one Shelby and Lily Rabe and Sarah Paulson both get to play her. The interview segments are also easy to film, if Lily Rabe wasn't available for long they could have plopped her in front of a camera and filmed her two days getting enough footage for the entire season for example.
I know it's what most documentaries do but this is AHS. Again I'm not saying they WILL do it this way but it could be that the flashbacks aren't "reenactments" like documentaries do, but they are the actual events, and then the interview parts are the actors, hired to talk about the events because the real people died.
It's convoluted and ridiculous but then this IS American Horror Story we're talking about here. I wouldn't be surprised to see them pull a switch like that at all.
This is also grasping like hell and wild speculation since we're exactly one episode into the season, eheheheh
But it'd be cool as hell if one episode ended on a super intense cliffhanger and then it cut to the interview and the person was all overwhelmed and was like "I need to step outside" and they got up and had a fake leg, or they back up and reveal they're in a wheelchair or something.