My personal anecdote or her sister’s comment won’t surprise anyone who came of age during Abbey Lee’s fashion ascent. For a particular millennial woman, the kind who grew up cutting images out of glossy magazines, reading Style Rookie religiously and playing FashionTV at all hours of the day (though there never seemed to be much fashion to speak of), Abbey Lee was ground zero for cool. Discovered as a 15-year-old in 2004, she won Girlfriend magazine’s then star-making Model Search competition in the same year. By 2007 she was moving to New York to pursue modelling seriously, debuting on the runway at New York Fashion Week in 2008 and walking 29 shows. The same year, she was booked as an exclusive for Gucci in Milan and her career continued to flourish. She regularly opened and closed runways, was photographed by all the greats, shot campaigns for Saint Laurent, Chanel and Calvin Klein, was on the cover of every major fashion magazine and even walked the Victoria’s Secret runway. Watching her on set in Palm Springs with the InStyle team, there’s no question as to why she was so sought-after during her modelling era. And the sun-soaked town of Palm Springs, once a playground for the Rat Pack and now the sacred grounds for Coachella, is a perfectly beguiling backdrop to witness Lee at work.

So she threw herself into acting. After Fury Road, she starred in the action blockbuster Gods of Egypt, then the dark thriller The Neon Demon, and has worked consistently across film and television since. Not long after we talk, Lee walked the red carpet for her latest film, Horizon: An American Saga, at the Cannes Film Festival. A passion project for director Kevin Costner – he took out a mortgage on his property to finance it – the film received an 11-minute standing ovation at the premiere. It traces the expansion of the American West before and after the Civil War, with Lee playing a sex worker named Marigold who flees her mining town with Costner’s character after witnessing a murder. It was one of her favourite projects to work on, not least because preparation involved learning to ride a horse. “It was thrilling,” she says. “Thrilling and terrifying.” With only 10 days to train, it was also one of her most physically demanding roles – which was only exacerbated by the fact that she was diagnosed with endometriosis while shooting. “At that time, I was in quite a high level of chronic pain, so I was dealing with a lot of pain, wearing a corset, riding horses,” she explains. “The whole experience made me realise that I have my resilience.”

Abbey Lee is bracingly candid in conversation, and totally unguarded. She seems like someone who has fought to know herself and find her peace. Talking to her, it’s obvious that in acting she found the creative outlet she was desperate for. But when you’ve been trained to work, to push yourself to the nth degree for the result, that doesn’t just evaporate. And she admits there came a point where she had to reassess. “A couple of years ago I did a film that was really painful, and I’m not going to say what it was, but I felt really uncomfortable on the set,” she says. “I felt like I put my body through some really difficult things that I probably shouldn’t have. And it was just a really, really rough job. I was really sick from it and I think I came out of it going like, ‘This is not worth it. I’ve just torn myself up for a job.’”

She also realised she’d become untethered. “Up until that moment, I’d definitely been nomadic – I just couldn’t stay in one place long enough,” she explains. “If I didn’t have work for even six weeks, I would leave; I would just go to another city, find an acting course, find something. I was constantly leaving where I was and finding something to do that would progress me as an actor. And I discovered at some point that I had no roots. I had nothing. I felt like I had no home and no family. I was kind of flinging around the globe. I realised that I wasn’t just chasing something, I was running away from shit as well.”

That’s when she got a dog – “You can’t fling around the globe with a big dog” – and settled in London. Now, she says, she allows herself to relish in all the other things that make life pleasurable, “and also enjoy myself while I’m actually at work; stop tearing myself up so much”. It took literal blood, sweat and tears to get here, but it’s worth it. “I don’t just want to be successful; I want to be happy and in love and relaxed, and I want to enjoy life a little bit,” she says. “I got bored of thinking it was interesting to be a tortured artist. Like, actually, I want a family and a cuddle.”

Crucially, she can also now take a holiday – which for Abbey Lee, ideally involves a rough ocean on the coast of Australia, her dog, her boyfriend and not much else. “Because with my job you’re always on, and there’s a feeling of always being looked at, watched or judged, when I go on holiday, I really like to disappear,” she says, “and go back to my very basic routine of eating, sleeping, being naked and swimming.” In a funny way, all these years later, with hair that’s no longer pink, she’s still giving me something to aspire to.

A New Line Cinema presentation of a Territory Pictures production, Horizon: An American Saga will be distributed by Warner Bros. Pictures. The films will be released in theatres world-wide, the first on June 28, 2024, the second on August 16, 2024.