Those aren’t screens in the second pic, they’re windows. They’d insert a starfield behind him in post.
The shot of Henry wearing the CGI camera rig is definitely from early tests, but as far as I can tell the rig didn’t change much - they just added a few extra dots on the uniform tunic, and it still used bluescreen backing.
And we know from other photos that Henry was definitely on set with Ben Mendelsohn - without the camera rig.