Where Does the Devil Hide

During the summer of 2019, Day wrote several songs over a four-day period that would end up becoming her EP, Where Does the Devil Hide. Produced by The Black Key's Dan Auerbach, the EP will feature five songs. On working with Day, Auerbach said "Working with Zella at Easy Eye came as a creative partnership in so many ways. She’s such a free thinker. These songs showcase her in a way that is honest and self-realized."[4] The song "People Are Strangers" was debuted live by Day as part of her opening set for Lana Del Rey in Santa Barbara.[5]

American photographer Neil Krug had assisted Day with her visuals for the songs on the EP, while also directing two videos for the EP with "People Are Strangers" and "Purple Haze".[6] Phillip Lopez directed the follow-up video for "My Game" and co-directed "Only A Dream" with Gianennio Salucci. "Benny My Dear" has been the only song to not have a video so far, though a lyric video was released.

Dan Auerbach (pictured) produced and co-wrote the EP with Day.

"People Are Strangers", the EP's first single, was released on April 23, 2020. In a press release for the song, Day stated "I began writing "People are Strangers" on the bathroom floor after a night of learning an ugly truth about my lover. I brought the idea to Nashville where Dan Auerbach and I finished the song by taking a dark subject matter and approaching it with simplicity. There is sweetness to the lyrics and melodies of "People are Strangers" that is meant to inspire empathy towards the ones that have hurt us."[9] Northern Transitions called the song a "vulnerable ballad, sun-soaked and possessing the aura of classic California" while Anna Milo Devine of Noise Trend praised the song as "a sonic nod to the sounds and ideas of "quintessential California", but refreshed with modern honesty."[10] The song is dream pop, influenced by surf rock and soft rock.[11][12]

The second single, "My Game", is a pop funk and nu-disco track. Written by Day, Auerbach, and Bobby Wood, the song is an upbeat anthem that serves as an homage to classic 70s film scores and Donna Summer. American Songwriter called the song "sexy psychedelic and cinematic romp that would have made for the perfect 007 theme song".[13]

Day (pictured in 2017) co-wrote every song on the EP.

The third song off the EP, "Purple Haze", was announced and released on July 9 alongside an accompanying Neil Krug-directed music video. A writer from Skope magazine called the video "echnicolor visions of Zella that warp and melt together like vivid hallucinations, the piece truly makes you feel as though you can taste outer space" and adding that the song itself is "sultry psychedelia and marks yet another imaginative sonic direction" like other songs on the EP released so far.[14] Day commented on the song's conception and meaning, saying how "‘Purple Haze’ is summer love for simple pleasures," says Zella. "When I lived in downtown LA I would hum this melody while strolling to the market in the mood for something sweet. All of those perfect Saturdays with nothing to do but eat oranges and daydream."[15]

The fourth song released, "Only a Dream", is an indie pop ballad about desiring a relationship even if it is toxic and all-consuming.[16] The video was directed by Samuel Richard and Gianennio Salucci and released online on July 31, 2020. The video follows Day and her male co-star in a vintage-themed, passionate love story.[17] The clip was filmed in San Luis Obispo, partially at the Madonna Inn.[18][19] When interviewed by Flaunt magazine, Day said the song was inspired by the garden of love and the visuals for the video were inspired by her mother's backyard in Day's childhood home in Arizona.[17] The song's bridge references the title of the EP.

The final single, "Benny My Dear", was released on the EP's release date of August 28, 2020. The song's digital release was followed by a lyric video being premiered on Day's Vevo on the same day. Upon the release, Day released a statement stating how "selfless love acts without expectation of receiving anything other than the satisfaction of giving. Benny has been crying out for affection for far too long, he struggles to believe that he deserves it. Benny reminds us that vulnerability is the only way out and the only way in."[20]