Word for cohesive, focused, all parts working towards one goal

Solution 1:

This could be called artistic unity.

Solution 2:

Consider Coaction (Coactive is the adjective)

Joint work toward a common end; collaboration, cooperation, synergy, teamwork.

"This novel is coactive"

If you can accept phrases too, @TimRomano has a good answer "artistic unity"

Solution 3:

Try coherent.

Coherent, definition by M-W
2 : having the quality of holding together or cohering; especially : cohesive, coordinated
Examples of coherent in a sentence … the diaries and the novels demonstrate how a novelist tweaks and grooms reality into something more structured and coherent than life as it is lived. —Penelope Lively, Atlantic, February 2001

The above example accompanies the dictionary entry. Here's another example from a google search of "coherent novel". Although this is a negative example (an example of a novel that is said to not be coherent), note the reason - it's because it fails to interweave the plot strands in the way you describe:

The Times said "Yellow Dog marks a further plummeting in his literary trajectory [...] Interweaving all [the plot strands] into a compelling or indeed coherent novel proves beyond Amis's capabilities [...] Wonkily put together, his book is also copiously second-hand. Most of the material in it has been used by Amis before." - wikipedia, ellipses and terms quoted verbatim from wikipedia.

Your sample sentence would look like this:

"This novel is coherent; every character's journey is about some aspect of responsibility."