Connie Nielsen has closed a deal to join Kevin Costner, Hailee Steinfeld and Amber Heard in McG’s untitled action thriller that EuropaCorp and distributor Relativity Media are currently producing in Paris.Luc Besson and Adi Hasak co-wrote the darkly comedic action pic, which finds Costner playing a Secret Service agent who agrees to come out of retirement for one last mission in exchange for access to an experimental drug that could save his life. Nielsen will play Costner’s ex-wife and Steinfeld’s mother, while Heard co-stars as the protag’s handler, as Variety first reported. EuropaCorp’s Besson and Relativity CEO Ryan Kavanaugh are producing, while Relativity prexy Tucker Tooley is exec producing with Marc Libert (“Lockout”). After completing filming in Paris, production will continue in Serbia, where pic will wrap on April 22. “Gladiator” thesp Nielsen recently starred on Starz’s “Boss” and just wrapped Lars von Trier’s “The Nymphomaniac.” She’s repped by UTA and Principal Entertainment.