The Boston headquarters of the television show “Gilded Lilys’’ was bustling Tuesday afternoon. That’s because the ABC pilot, which will be filmed around the state this month, starts its shoot Wednesday. (We hear that later this month the show may film in Worcester at Union Station.) “Lilys,’’ which follows the opening of the first luxury hotel in New York City in 1895, is being helmed by “Grey’s Anatomy’’ showrunner Shonda Rhimes with her frequent collaborator, Milton Academy grad Betsy Beers, serving as executive producer. Beers told us that if the show is picked up, she hopes to keep it here in New England. “Boston is a world that nobody has seen,’’ she said. Beers also said that we must watch the premiere of her other new show with Rhimes, ABC’s “Scandal,’’ which stars Kerry Washington and premieres April 5 at 10 p.m.