Where was The Five Obstructions filmed?

2003 film by Lars von Trier, Jørgen Leth

Wikidata records no filming location for The Five Obstructions (2003) at all, not a place, not even a country. There is nothing to pin, and this page says so rather than guessing.

Open the map → Wikipedia Source data

Why there is no pin

Its Wikipedia article also says it was filmed in Cuba, without naming a place, so it is not on the map.

Filming locations that are mapped there: Cuba