Where was Captain Midnight, the Bush King filmed?
1911 film by Alfred Rolfe
Captain Midnight, the Bush King (1911) was filmed in Blue Mountains, Narrabeen and Frenchs Forest, 3 places named in its Wikipedia article's Production section, in Australia. Wikidata records no filming location for it at all, so the article is the only recorded source. Each place says where its claim comes from.
Places per Wikipedia's Production section
Wikipedia’s Production section names 3 places. Each links to the sentence that says so.

