Shane, this is all good brain fodder.
My initial thoughts.
The dominant 7 chords of A7, D7 and E7 all contain the most unstable of intervals, the dissonant tritone. This interval is found between the major 3rd and the flat 7th of each of the chords. These are the very two notes that make up the small chord fragments shown by Perfecto de Castro in Step 3, from 3min 25sec of the video. He calls these ‘the secret to the blues’. Those two notes are ‘wrong’ together. But hey, they’re also not wrong.
Everything after Step 3 is embellishment that is built on the core foundation of the ‘secret to the blues’.
I think Perfecto correctly describes them as ‘colour’ notes. Often, we would use the word tension to describe the sound, but tension tends to need to be partnered with resolution in music. Because all chords are dominant 7, there is no resolution in that sense. The tritones add flavour and texture and character to what would otherwise be plain old I, IV and V major chords.
Another perspective. By way of analogy.
Here is a diatonic chord progression. Every chord belongs within the key of G major.
Here is a progression based on the one above but with the inclusion of some borrowed chords.
The progression has been modified and is no longer wholly diatonic. The two chords that are out-of-key are Bb and Eb. They have been borrowed from the parallel minor key of G minor. They add a surprise spice within the overall taste of G major. The appearance of those two chords would not cause us to look and analyse and describe it as a modulation to a different key. We remain within the key of G major but we have allowed some non-diatonic friends to join the party and dance with us.
A similar view could be applied to the non-diatonic notes that are welcomed into the major blues party.
The A major scale
A, B, C#, D, E, F#, G#
The A7 chord
A, C#, E, G
The D7 chord
D, F#, A, C
The E7 chord
E, G#, B, D
Both A7 and D7 contain one note that is non-diatonic. If we were being super strict and unbending in our application of the ‘rules’ then we would have to conclude that we have chords that do not belong to the key of A.
However, a more generous approach is to allow their inclusion and welcome them to the blues party. Their attachment to what would otherwise be diatonic triads does not necessarily push A7 or D7 away from remaining diatonic to the key of A. It merely means that those two chords are enhanced by an exotic spice. The chords are not being dragged out of key, they are simply dancing with an unexpected party guest.