There are quite a few cases of foreshadowing in Touhou, e.g. the American flag on the moon; PMiSS entries on heaven and celestials; not to mention UFO, TD, SoPM and HM forming a plot arc.
Actually, on the topic of the arc plot, it's been forming since MoF.
Kanako, Sanae, Suwako arrive. [MoF]
Kanako uses Utusho for her own ends, causing the events of SA, where Rin makes the Geyser, which frees the Plantquin [SP?] Ship.
UFO happens as a direct result
Due to the faith gathering due to the new Myouren Temple, TD happens
Due to religious tension, we get HM. [Which, since it's about religion fighting it out, I would be SHOCKED if the Moriya Shrine didn't have Sanae involved]
Technically, everything that has happened since MoF, except SWR, is a direct result of MoF.
It's like EoSD and PCB were effectively introducing characters for IN, even ZUN said that the reason he brought Alice back [Albeit with a complete redesign to avoid lawsuits from Amusement Makers] in PCB was so Marisa would have a suitable partner for IN.
ZUN plans ahead a bit, foreshadowing is possible, albeit, mainly linked to the side stories and manga.