MICHAEL SHANNON: When you act, you create these little societies or civilizations to create some piece of art, and then you finish, and they disappear. And it's kind of, like, the rhythm of my life.

In an exclusive interview with PEOPLE, the Mama June: Family Crisis star, 45, discussed her granddaughter Kylee Madison, 8, living with her dad, Anna's ex-husband Michael Cardwell, in Alabama.

SHANNON: That is, yeah - particularly my daughters. I mean, that's the one thing, you know, that won't change, is I love them very much, and I always will. And they're my, you know, favorite people.

Michael Shannon is turning his own eyes behind the camera in his newest project. It's a movie called Eric LaRue and it's his directorial debut. The trailer for, "Broadwalk Empire." YouTube ...

SHANNON: That is, yeah - particularly my daughters. I mean, that's the one thing, you know, that won't change, is I love them very much, and I always will. And they're my, you know, favorite people.