Are there consumer-level game play analysis systems that overlay the analysis on the board real-time? An example of what I mean would be Thinking Table, though the Thinking Table is not a consumer product:


  Thinking Table is a series of works that explore the invisible, elusive nature of
  thought. Play chess against a transparent intelligence, its evolving
  thought process visible on the board before you.




CAPTION: The above image is three images, from left to right, the images are of the opening, middle, and end of the same game. The lines shown on the board are the engine's "thoughts" for one move during the game.


  Each Thinking Machine is an artificial intelligence program – ready,
  willing and able to play chess with the viewer. If the viewer
  confronts the program, the computer’s thought process is sketched on
  screen as it plays. A map is created from the traces of literally
  thousands of possible futures as the program tries to decide its best
  move. Those traces become a key to the invisible lines of force in the
  game as well as a window into the spirit of a thinking machine. The
  pace of interaction is deliberative, unlike the rushed tempo of
  popular video games. Indeed the true subject of the piece is not games
  or chess, but contemplation and introspection.
I'm pretty sure Fritz has something like this, not to the extent of going as deep as the images you provided, but any potential patterns that it likes are represented graphically, using coloured arrows and squares, while analysing.



Example of Fritz visual output:


SOURCE: Visualize search in Fritz 10 (21.05.2007)