How did Sai Baba use a conversation with a shepherd woman to communicate directly with Sapatnekar?

In a remarkable incident described in Chapter 48, after Sapatnekar held Baba's feet, a Dhangar (shepherd) woman arrived and began massaging Baba's waist. Baba started a conversation with her, but Sapatnekar, who was listening carefully, was shocked to realize that every word of the story Baba told was his own life story. The narrative was framed as being about a merchant, but it contained specific details about Sapatnekar, including the painful memory of his late son's death. Though the woman was the one responding, the story was meant entirely for Sapatnekar, leaving him in a state of wonder at Baba's omniscience.