I found a very informative and entertaining article on this movie in the June 1936 edition of Romantic Movie Stories (a movie/romance pulp of the time). This 1936 version is the fourth film adaption of the famous 1867 novel by Ouida (pseudonym of the English novelist Maria Louise Ramé) which actually featured the French Chasseurs d’Afrique and not the Foreign Legion for it’s romantic setting. This article gently weaves together the action and plot with anecdotes about the making of the movie and the directors, actors and actresses involved. They also seemed to have found the same spot in the California desert that was the filming location for other Foreign Legion films such as Beau Geste and there are references to the Yuma set. I smiled a bit when I noticed the town name of Saida corresponded to the 2nd Regiment’s insignia on the legionnaire’s collar–as the Algerian town of Saïda was actual location of the 2REI until the 1960’s. I haven’t seen the movie as it is hard to find a copy but there are some Youtube videos (Making Under Two Flags & another short clip) that give some further insight. Like other features in the magazine this one begins with a nice double splash page as seen below. (the poster came from the wonderful Dr. Macro site)
I can’t help but speculate that it was Ouida’s novel that ultimately gave us rough around the edges pied noir cafe girls, dingy Legion drinking joints, and garrison town intrigue and romance that are such common features to Foreign Legion stories and movies. P.C. Wren certainly found this setting suited many of his novels as did many other early writers and film makers.