In a dilapidated Liverpool back street, trees have started to grow out of unused chimney stacks and there's a strip of wasteland scattered with half-bricks where a heap of redundant baths have gone to die. They're only baths but, still, it's sad. A chain-link fence is corralling them, should they try and make a break for it, but they look dirty and defeated. Alongside, a group of bricklayers are at work, at the same time studiously ignoring the cameras, monitors and enormous lights that are turning this grim Merseyside afternoon into zinging Technicolor. They don't even flinch at the occasional volley of gunfire. Good for them.

This is the set of Utopia, Channel 4's new, serpentine conspiracy drama. It's a brutal, sometimes blackly comic story that pivots on a fictional graphic novel called The Utopia Projects. Written by a delusional manic depressive, it's said to have foretold many of the world's most harrowing catastrophes. When an original manuscript falls into the possession of a circle of normal, albeit uncommonly nerdy, enthusiasts who meet on an online forum, things rapidly get out of hand. They are hunted down by The Network, an organisation with tendrils seemingly everywhere which is seeking to reclaim the book. The group's chief enforcer is Arby, played by Neil Maskell, a rotund but deadly emissary placed right at the heart of the story. Arby is partnered by Paul Ready's Lee, a bequiffed mod with a startlingly unpleasant line in torture.

On this grey day, Maskell is resplendent in a grey leather jacket, dirty running trainers and polyester tracksuit bottoms that look like they're humming with static. The star of Kill List is playing another murderer, and not merely of fashion. Unlike his turn in Ben Wheatley's post-Iraq horror, here he's a killer unburdened by conscience. While we watch the repetitive technical rehearsals for a scene in which Maskell's stuntman slams a dowdy family saloon into another dowdy family saloon, he talks about Arby. He's going for "creeping terror".

"He is almost machine-like," says Maskell. "He's in the mould of classic monsters like Frankenstein's monster or The Mummy, harking back almost to silent film. He's slow-moving but the violence is abrupt. There's no begging with them, there's no pleading, there's no humanity in them. And that's what's terrifying. So he might move slowly, but he's going to get you.

"I've had to do stuff for this role that has been kind of stressful," he continues. "Physically, I've put on weight, and I've abandoned vanity entirely, as you can see. When Arby is working with Lee, it's about as far from Samuel L Jackson and John Travolta as you can get. You can't be sure whether what they do is done for financial reward, or they just find it pleasurable, or because they're tied into this system; it's not clear. The tone is very unusual."

'Our world looks more and more like science fiction. It's increasingly like the plot of something, this blending of fact and fiction'

Fiona O'Shaugnessy

The wider plot is being kept secret, as the story is dependent on a series of twists. This, rather frustratingly, means that Maskell is careful to give as little away as possible. On the other hand it means he's willing to make up a load of nonsensical twists instead. "There's the temptation to throw you totally off, and tell you that we all live in a massive apple, and that I play a human maggot hybrid or something," he says. "In the end, everyone turns into maggots." So there. That said, in this world, it's not beyond the realm.

Maskell gazes back over to the set, where he'll soon be running around wheezily, brandishing a 9mm automatic pistol. "If I had to run out of the way of a speeding car, I'd want a bit of preparation," he says as he departs. The family saloon revs for the final time and lurches forward, crumpling the car in front, shunting it violently up on to the pavement and breaching the chain-link fence. Sparks fly and a stuntwoman disappears under the chassis. There should be a shout of "cut" or similar but, alarmingly, there's silence instead. When she emerges from the underside of the crumpled wreck moments later, the relief is audible. The baths stay put.

Dennis Kelly isn't a conspiracy theorist. (Well, he says he isn't, but then he would, wouldn't he?) Despite lacking a compulsion for wearing tinfoil hats or a log-in for David Icke's messageboard, the writer of cult BBC3 sitcom Pulling and the awards-laden stage adaptation of Roald Dahl's Matilda is now, as the creator of Utopia, up to his neck in the stuff.

"I never believe them, but I am fascinated by conspiracy theories," he says, a few weeks later in London. "There's been this explosion of them over the past 25 years. You could say it's the internet but I don't think it's just that. Our world looks more and more like science fiction these days. It's increasingly like the plot of something; there's this blending of fact and fiction. There are so many narratives that we're now in contact with. So maybe it's natural that our lives are becoming more fictionalised."

It feels like a thematic departure for Kelly, who became a playwright at 30, after a decade of crap jobs, with a mind to giving himself the lead roles ("But they still wouldn't fucking put me in them," he rues). He describes himself as "a slut" when it comes to subject matter, his stories having engaged with themes of terrorism, debt and alcoholism, spanning comedy and tragedy, often at the same time. He's not averse to using shock tactics, either. One particularly disturbing scene in Utopia's first episode, involving a grossly unorthodox use of chilli and a teaspoon, will have you watching through your fingers.

'The limits that normal people are pushed to is interesting, but with this we had to gradually build it. Becky becomes much harsher and brutal as you go through the series' – Alexandra Roach

Alexandra Roach as Becky

"When I started writing, I used to think that collaborating was something that you did with Nazis," Kelly admits. But with Sharon Horgan he created the sharply observant Pulling, shortsightedly axed after two series and a special, and with comedian Tim Minchin he wrote Matilda The Musical, a West End smash that's soon to open on Broadway. Neither, he says, would have turned out the way they did had he not worked with someone else. Utopia he wrote alone, but Kelly credits director Marc Munden, who filmed The Devil's Whore and The Crimson Petal And The White, with providing a look and feel more akin to independent cinema than TV drama. "He did things I wouldn't have thought of. The characters that I wrote, they're much better the way that he sees them," he says.

Whether or not Kelly should be so deferent doesn't much matter, given the spit-shine of the finished product. Thanks to its vivid colour palette, Utopia looks beautiful. The characters live and breathe after a single episode, particularly the one played by Paul Higgins, Malcolm Tucker's fearsome partner in PR crime Jamie in The Thick Of It. He plays suicidal wreck Dugdale, a frazzled civil servant who is being blackmailed by The Network. Alexandra Roach, fresh from roles in The Iron Lady and Hunderby, plays Becky, a student with a more vested interest in the content of the manuscript than the others and someone who is looking for answers rather than running for her life. Four Lions' Adeel Akhtar is fabulously paranoid as Wilson Wilson, a conspiracy nut with a bomb shelter in his back garden, and Misfits star Nathan Stewart-Jarrett is Ian, arguably a little too dashingly handsome to play an IT geek who still lives with his mum. To lend additional gravity, veteran thesps Stephen Rea and James Fox play drug company shills entangled in the furtive goings-on. Meanwhile, bewitching Irish actor Fiona O'Shaughnessy is the enigmatic Jessica Hyde, a name that will – thanks to Maskell's Arby – haunt you through the first instalment until she makes a most timely entrance.

"The limits that normal people are pushed to is interesting, but with this we had to gradually build it. We couldn't start off at level 10," says Roach. "Becky becomes much harsher and brutal as you go through the series because of what she's been through."

Who to trust and who to run from remains purposefully hidden in shades of grey throughout. But in the absence of clues about what the hell is going on and where the hell this is all going, Roach gives a bleak but nevertheless enticing prognosis.

"It gets hugely dark," she says. "On a scale of one to 10, the first episode is about a two." Gulp.

Comic cuts: who's who in Utopia?

BECKY

Alexandra Roach, last seen on our screens as Hunderby's Helene, plays Becky, a foul-mouthed graduate student whose connection to the Utopia manuscript is personal: she believes it's connected to the mysterious death of her father.

WILSON WILSON

Four Lions' Adeel Akhtar is the paranoid Wilson Wilson, an internet genius who believes in almost every available conspiracy theory and thinks the world is out to get him. Which turns out to be not entirely inaccurate.

IAN

Last seen as Misfits' time-bending athlete Curtis, Nathan Stewart-Jarrett's Ian is an IT consultant who lives with his mum and has a chip on his shoulder, until a trip to the pub with his internet forum mates turns his life on its head.

GRANT

Nottingham newcomer Oliver Woollford comes from the same TV Workshop community group as Vicky McClure and Samantha Morton. He plays an 11-year-old tearaway with a booze problem who pretends to be a City trader online.

DUGDALE

The Thick Of It's Paul Higgins leads the government strand of Utopia's multifaceted plot, as an on-the-edge civil servant blackmailed into pushing through a suspicious contract for a particular sort of vaccine.

ARBY

Neil Maskell played a killer in 2011 Brit horror Kill List, and he's at it again here, as the terrifyingly calm contract thug Arby, who works for the shady Network, and has no problem bumping off people who get in the way of his job.