she wasn't even in the room when they filmed that.. it was obvious she was CGId because she was de aged.. but she was at home.. they sent the set to her house.

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https://movieweb.com/the-orvilles-dolly-parton-cameo-was-a-huge-challenge-to-pull-off/

So we virtually built the cabin in LA, cut it in half and sent half of it by truck. We had it all lit and planned out, we knew what the lights were, where the cameras are going to be, the heights of the cameras, the lenses of the cameras. Because, again, part of the visual style is our people, our creative people, our director of photography, Jeff Mygatt, all his people, his camera operators, his lighting guy, we wanted it to look the same. In the morning, at eight o'clock, we were shooting Dolly Parton, by noon we were on a plane and we were back in LA less than 24 hours later,