I believe it's all done with holograms. The only time a real person was on stage was at the beginning and at the end.
I recently saw a wonderful dance concert where the couple danced with each other, the with themselves, and also with other people who looked just like them, in and out of doors, curtains, etc.. Every once in a while, you could make out the real person among the holograms. As long as the real people stand and move in designated spots, the pre-recorded images look like they are on stage, but aren't, and it all works out. It may be technologically and artistically sophisticated, but it's not magic.