I remember, back in the fall when Conan struck his deal with Sirius/XM, it was brought up in an interview. That was also when HBO Max started cancelling everything left and right. The interviewer asked if it had been cancelled, to which Conan said, "I haven't even put together my pitch yet. Can't cancel what hasn't been pitched."

But, based on the other comments here, looks like something is now being filmed.