I agree with you. In "Also sprach Zarathustra" this connectivity is most clearly seen. Each of the chapters is opposite to the other and goes to the other extreme. This is under the laws of the unconscious, and in this illogicality it can be traced much more clearly to what Nietzsche want to say. You can see there in one sentence the whole idea of the book and of Nietzsche's philosophy - "a book for everyone and no one"