Typically when we say "shoot the film" we mean actors and scenes being filmed with cameras. As far as I know, the term "shoot the film" has never been used to refer to a photographer going on location to take photographs.
For example, if I were to make a film, and let's say sometime during the making of my film I go on vacation to London and take a few photographs and later incorporate those pictures into my film, could I really say that my movie was filmed on location in London even though all the actual filming was done in the states?