Can we be certain that all those pieces are actually connected to each
other?

As I look at it I see that the guy who mentioned Tetris was right, they
all seem to be pieces from a Tetris game, and the more I look at it the
more I wonder if you can't just rearrange them any which way you want.
If I built it, that's the way I'd try it. Maybe find a way to attach
the modules to the wall so it would be a bit sturdier but it sure looks
like you can put it together to interlock the modules any which way.

So, I'd build each module as one solid piece that couldn't be
disassembled and then see about locking the whole unit together once I
had the final shape the way I wanted.

But maybe I'm missing something.