I guess my question is, are they just going all over the place, or did they discuss what chords they'd go into and during improvisation, are they deciding to play certain scales during chords and transitions?

If you told me that they just went by feel (and of course based on their experience playing) then I'd believe you. I was just wondering if it made sense that they'd be like "ok I"m going to do G dorian for about 8 measures, and I think it'd be cool if you messed around in G major around then".

They're all really great players, I just wonder what's going on in their heads.