Michelle Dockery Says ‘Downton Abbey’ Cast Has Group Text Chains (Exclusive)

The Crawleys are never more than a text away from one another in real life.

As Michelle Dockery tells PEOPLE in a new special edition, Downton Abbey: The Grand Finale, “there are a few” group message chains among the extensive cast of the show and films.

“It definitely is more active when we’re filming, then leading up to promoting it, there’s a flurry,” adds Dockery, 43. “But we all check in with one another, and it’s mainly just jokes. Just funny things.”

Asked whether there’s a glue that holds the cast together, the actress and mom-to-be tells PEOPLE that costar Hugh Bonneville is “pretty much the leader” who “arranges certain things.”

“If anyone needs to talk about anything, he’ll kind of bring us all together,” she shares. “If there’s any kind of social thing planned, Hugh’s pretty good at that.”

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Downton Abbey: The Grande Finale is the third in a series of films based on the hit TV show. The film will see Dockery’s Lady Mary Talbot (née Crawley) embroiled in scandal as she is revealed to have gotten a divorce from Henry Talbot (Matthew Goode), leading her to being ousted from a societal event and some to question whether she is fit to run Downton Abbey in the future.

Among those also back at the Crawley residence will be cast members Dockery and Bonneville, 61, plus Laura Carmichael, Jim Carter, Brendan Coyle, Kevin Doyle, Joanne Froggatt, Robert James-Collier, Allen Leech, Phyllis Logan, Lesley Nicol, Dominic West, Penelope Wilton and Paul Giamatti.

Joining them this time around are Joely Richardson, Alessandro Nivola, Simon Russell Beale and Arty Froushan.

Asked what she will most miss about the Downton experience 15 years in, Dockery says “the people,” as most of the cast “have our own very close friendships.”

“Like Laura and I are really close. Allen Leach and I are really close; we’re like siblings,” she tells PEOPLE. “Everyone has each other, and that will never go away. We are part of each other’s lives, but [I’ll miss] the actual camaraderie of us all being together and working together.”

“Because for us to cross paths on jobs may be quite rare going forward, because we’ve played these characters and have been so closely associated with one another,” Dockery adds. “Every single person in the show is an absolute joy to act with. I’ve loved working with every single person.”

Looking back on making The Grand Finale after playing Lady Mary since 2010, Dockery says the first emotion she feels is “joy.”

“We relished every moment, just knowing that it was the final one after 15 years and everything was the last time — the last time we shot in the dining room, the last time we filmed in Bampton … it felt really, really special,” she explains. “And nostalgia too, because for us it’s been a lifetime and a huge part of our lives, so it feels very poignant, this last movie.”

Dockery says there were definitely tears as she and her castmates said goodbye to the franchise, as they all came together to support one another.

“When each person wrapped their final scene, depending on who was in that day, we would all show up for them and give everybody around a applause for their last scene,” she recalls. “Those moments were really emotional. And when I shot my last scene, Elizabeth and Laura came to watch the last moment, and then I did the same for them. So those moments were really, really special.”

With reporting by Erik Forrest Jackson.

Go behind the scenes of Downton Abbey: The Grand Finale with PEOPLE’s new special issue, available here. The movie is in theaters Sept. 12.