That is a pretty monumental task for one individual to do. You would be best to find a handful of others who can share the load and the finances. Even fan films can cost in the thousands.
For stage sets, you would be best to use models for structures. To keep budget low, use HO scale. If painted properly and realistically and shot by someone who knows what they are doing, can pull off an okay effect. If you don't have the skills to build and paint them properly, look for train diorama hobbyists selling their dioramas. Some of them are pretty serious about it and go to great detail to make them look realistic. That way you buy used models already built and painted.
I painted an industrial area for a film student and he used it to shoot a scene of the structures collapsing in a sink hole. But even that seen cost him around $1200.00 and lasted only about 30-35 seconds. Five hundred for the models, 300 for my fee, platforms, explosive and smoke devices, etc. It was only about a 20 minute movie and total out of his pocket was around 14 grand. Rich daddy!
You may want to do some extensive research before investing money.
