Yes, both Alfonso and Vaughan point out in their exit interviews that they've already finished filming and have been 'gone' for a while.
I fear that when Days "returns" (that is, when the stockpiled episodes run out) it will look and feel like the final, painful years of Guiding Light where the budget had been cut so deeply that the show could not afford to pay anyone a decent salary. They had to basically abandon their studio facilities because even that was too expensive. They ended up filming with hand-held cameras in open fields and small homes in New Jersey. They didn't even have the money to pay for wardrobe, hair and makeup, expecting their actors to do their own hair and makeup and do costume changes in port-o-potties. If we learned nothing else from the Guiding Light spectacle, it's that the folks in charge ought to know when to call it a day.