Warning: This post contains spoilers about 1923 season 2. Julia Schlaepfer goes on a truly emotional journey with her character in 1923 season 2. Schlaepfer plays Alex in the Yellowstone prequel series, a former British royal turned runaway bride who wed Spencer Dutton (Brandon Sklenar) in season 1 and is now expecting his baby while she makes the harrowing trek to Montana to reunite with him. In the series' latest episode, released March 9, Alex arrives to Ellis Island after a treacherous few weeks at sea, only to be put through even more turmoil as she's subjected to a series of invasive medical examinations by three merciless male doctors. It was a difficult sequence to watch, and Schlaepfer, 30, tells PEOPLE is was even "more challenging" to film. But she says creator Taylor Sheridan made sure to get her approval first. "Taylor Sheridan called me before he started writing episode 3, and he was like, 'Hey, she's an immigrant coming to America. She's a young woman who's pregnant. And for all intents and purposes, as far as they're concerned, she's unmarried. They don't legally recognize her marriage. And so she would go through a lot,'" Schlaepfer recalls. "He was like, 'I really want to write this episode, but I want to make sure, as an actor, you are okay with going through that, because it will be very traumatic.'" She was quick to agree and "excited" even, as she saw it as an amazing "opportunity as an actor." Still, Sheridan, 54, warned her, "I'm kind of going to drag you through hell a little bit.'" "And I was like, 'That's okay. That's okay. Yes, let's tell this story.' because it also is real. It's a real story so many people went through," she says. It's also close to home for her. "My great-grandfather immigrated through Ellis Island with $15 in his pocket, and so I was like, 'Let's tell it.'" When it came time to film the sequence, though, she admits, "It was really brutal." It took around eight hours to film, and she says she was "taken such good care of," but still, it was hard to shake. "I thought I'd be able to leave it at the door and it was a lot more challenging for me," she says. "I don't think I slept for most of season 2 — I just couldn't sleep at night." There are more difficult moments to come as Alex makes her way across the country to Montana, but Schlaepfer says her character is propelled by a "mother's love." She says it's "what keeps her going, and she has such a purpose. It's no longer just [for] Spencer. She's creating life, and I think you really see her go through the deepest, most beautiful parts of what a mother's love can endure." Alex's tenacity and fearlessness are a big part of what drew Schlaepfer to the role in the first place. "Even when I got the character breakdown when I first auditioned, there was just something about her that always needed to run free and experience the life in front of her and not be caged. She has this fire that is just a piece of who she is, that I think doesn't end up making sense to a lot of people that she meets along the way." She adds, "I think that just is such a testament, too, to her loyalty as a person and her commitment to the people that she loves — which is Spencer and her now baby. And she's so true to her words. She said she was going to find him in Bozeman, and she's going to do it. She doesn't back down from anything." Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer​​, from celebrity news to compelling human interest stories. The first three episodes of 1923 season 2 are now streaming on Paramount+ and new episodes premiere Sundays.