there seems to be both a ‘shadowing and foreshadowing’ effect of the melody, played back in varying octavesI've heard experts explain it (we have a local Bach Consort that brings in professors to discuss the performance pieces), but your description is far more to the point than anything I may have understood from the experts. Yes, he intertwines, overlays, repeats, partially-repeats, mixes up the melodies... it's so fantastic and so hard to listen to anything else afterwards!
They are endeavoring to perform every single work of J.S. Bach and put it out on the Internet for free.
The audio and video quality of these performances is outstanding.
Here's an example:
Trio Sonata from Musikalisches Opfer BWV 1079 | Netherlands Bach Society