I first encountered the play through this article from The Onion. For some reason, I thought it was going to be a play in the grand tradition of Absurdist Theater (probably "avant-garde" led me to that assumption). It's not. It has a linear narrative (with flashbacks) and makes perfect sense. The only thing that makes it "avant-garde" is the production itself (Shaffer includes many production directions and notes).
Themes? Oh, it has themes. Big, knock you over the head and onto your ass themes. Yet even though the themes are very overt, there's an authenticity to their explicit presentation. The ideas are clear and straight-forward, but Shaffer doesn't treat you like you're dumb (unlike the people responsible for this, who inexplicably made a bad movie worse and repeatedly tried to bonk our eyes out with the supposed theme).