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In the final episode of Season 1 in Legion, the Shadow King leaves David's body and finds another host in Oliver, then Oliver (possesed) leaves the facility in a car and get away.

Later, we are shown Oliver possesed by the Shadow King driving the car, leaving. With the following dialog:

Oliver: Where should we look first?

Shadow King (Lenny): Some place warm.

Here's a screenshot of the scene:

Legion

Then later (post-credits scene), David says:

They are headed south.

What exactly are they gonna look for?

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What they're looking for isn't clear, and it might be nothing more than an inside joke:

On a purely logistical note, we know that Legion’s production is moving from Vancouver to Los Angeles for season 2, suggesting that less secluded forests and more sunny city streets is what we’ll be witnessing.

Hawley told Deadline: “I think part of the fun of the show as is made obvious at the end of the first season is that they’re going on the road. So, the location is changing and I think that is another way that we helped the show not settle into a sort of familiar routine of standing sets and that sort of overly familiar sense of it’s the same thing, week in and week out.”

  • Oh, I didn't know they were moving. I thought it was something related to the Shadow king seeking revenge against professor X, and professor X being in someplace warm. But it could be only an inside joke :) – Gustavo Gabriel Apr 3 '17 at 20:42
  • I think this is half an answer. They know they're shifting to LA - as the quote says. So why not write that into the show to explain why season 2 is all deserts and hot places? Half inside joke, half plot device. – Tim Apr 3 '17 at 22:50
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In Season 2 this is answered, they started looking for Farouk's body.

And "Someplace warm" refers to the desert where Farouk's body is located.

  • Yup, this should be the current accepted answer. – Luciano Sep 23 at 14:35

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