The year is 1928, and the setting is the Jazz Age playground of Biarritz. On a deserted restaurant terrace in a pretty little harbour, two old friends, dolled up to the nines, are enjoying an intimate late supper. Or is it an early breakfast? Darling, who cares? When you’re high-rolling gadabouts from the London shopping and partying scene, normal mealtime schedules do not apply. Nearby, meanwhile, a suited-and-booted chauffeur waits patiently, smoking while reclining on a magnificent Salmson sports car.

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Welcome to the Friday-night period drama that’s intent on going out with a spiffy bang. Mr Selfridge is closing its doors after four series with lavish location shooting, intense will-they-won’t-they romancing and fast-paced action.

In this scene from last week’s episode, it seems as if trailblazing retailer Harry Selfridge (Jeremy Piven) is becoming cosy with old patron and fashionista Lady Mae (Katherine Kelly). Might Mr Selfridge conclude with a they-lived-happily-ever-after love-in? After all, that approach worked for ITV’s other costume drama. Downton Abbey bowed out with a Christmas Day special that was the most-watched show on TV.

Not if you know anything about the real Harry Selfridge. The Wisconsin-born department-store pioneer died in poverty in 1947, aged 89, exiled from his store, in a flat in Putney. And not if leading man Piven has any say. The American actor would hate his British breakthrough role to end with anything like a predictable tidy-up.

“Lady Mae would be the most challenging [partner], someone who would match Harry,” agrees 50-year-old Piven, as aware as anyone that Selfridge’s philandering and gambling mean he’s far from ideal husband material. “She would complement him perfectly. But I can’t speak on whether or not they’re going to come together.

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“I didn’t say that, for the record,” he says, flashing a smooth smile worthy of PR-savvy Selfridge. We’re talking during a gap in filming in the grand Appartement Edouard VIII. This was the favoured suite of one of Napoleon’s mistresses at the lavish Hôtel du Palais, on France’s south-west Atlantic coast. Piven can’t help but radiate some of the Hollywood swagger of his other famous character, Ari Gold. Playing the loudmouth actors’ agent in Entourage earned Piven three Emmys and a Golden Globe. After the best part of two decades labouring in supporting roles in films, the comedy was the making of him. Then came a British period drama, and the remaking of him.

Los Angeles-based Piven's adventure is almost at an end. Since 2012 he has spent seven months a year in the UK, and he’s in something of a wistful mood. “I wish I could say I’d been at the pub and watching a lot of football and getting all the local colour. But after a 12-hour day, you crawl out of Neasden,” he says, referring to the London production base for Mr Selfridge, “and if I were to head straight to the pub, I would just be a complete and utter degenerate!

“My time off consisted of some really fun stuff,” he clarifies. The native New Yorker grew up on or near the stage – his parents founded a theatre company in suburban Chicago – so while living near London’s West End, he’s taken in a play or three. Piven has also taken to clubbing like a duck to a pond.

“I’ve ended up belonging to more clubs than I have ever in my entire life!” He mentions hearty nights at traditional actors’ watering holes like The Groucho and Soho House – but also less successful trips to high-end Mayfair establishment Loulou’s. There, the American arriviste fell foul of Ye Olde London stuffy dress codes.

“I had the blazer, I had the pants, I had the shoes. But I didn’t have the collar. I had a T-shirt on. So there are times when you think they’re overdoing it. They’re putting the accent on the wrong syllaaable,” he jokes.

Being away from home for so long, so regularly, means his private life is on the backburner. “It’s been quite a commitment,” Piven concedes. In terms of any relationship, “whatever I had going on over there had to be put on hold. It’s an actor’s life,” he shrugs, regarding his single status.

At least he’s had the affection of the British public to keep him warm at night. “They really respond to the show. When people see me, they tell me how passionate they are about the show. That means the world to me.”

What would mean even more is if the series were better known at home, too. Piven salutes ITV for doing a “brilliant job of putting it out there” and promoting Mr Selfridge. “But the reality in my own backyard is that it’s on PBS.” The publicly funded network is “strapped for cash; they have no money to advertise. So in my own country, people are wondering where I’ve been for four years. It’s very surreal.”

He knows that Downton Abbey is also broadcast in the US by PBS. But he points out that that drama’s makers, Carnival Films, are “co-owned by NBCUniversal, and they have deep pockets. So they’re paying for Emmy campaigns and everything. This is all bought-and-paid-for stuff... and the irony is, Harry Selfridge relied so heavily on advertising. That’s how he made it!”

Like a true huckster-hustler, Jeremy Piven has a plan. “I’m just a ridiculous and pathetic one-man army! I use my social media and I go on the chat shows, and I just try and push Mr Selfridge up the hill. It’s a social experiment: can you, with no advertising, in a country like the United States, break a show like Mr Selfridge? I don’t know. I’ll tell you in a year,” he declares.

The show might be ending, but the showman must go on. Mr Piven has learnt quite a bit from Mr Selfridge.

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Mr Selfridge airs Friday at 09:00 p.m. on ITV

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