When I was analyzing Bach's harpsichord concerto in A Major (1st movement),I came to a part that has a certain harmonic property, which is used frequently in the baroque period especially by Bach. which is at 2:07,2:24,2:43 and 3:00 in the link below. Is it modulation maybe secondary dominants or maybe something else that I'm missing?
This pattern is called a sequence. A sequence is a construct where a musical idea is repeated in a pattern of different pitch levels. It's very common to find them as descending fifth sequences like you have found here where the root motion is series of descending dominant->tonic relationships (i.e. D -> G, then C# -F#).