This is a job for Sherlock Holmes.

The house is well-served with a bladder tank set to 40-60. About a week ago we began to experience pressure drops, which cycled the well pump every 15 minutes or so.

When we isolated the house side from the well side, pressure stabilized; so the leak is on the house side. The shutoff (between the tank and the house) is a recently installed ball valve. There are no faucet leaks inside or outside. We dye-tested the toilets—no problem there. There are no lines below slab or grade and no moisture to be found anywhere.

Water feeds a baseboard heating system set at about 14 psi. But there is nothing coming from the overflow valve. No leak or water to be seen anywhere.

One more clue: After isolating the well side and then returning pressure, there is an interruption when turning on a faucet. And the pump begins cycling again. So water is definitely draining from the system somewhere on the house side. But WHERE?

I'm no Benedict Cumberbatch but could it be an air pocket in the line. Not sure how the air pocket would be created but it was cause a sudden pressure drop and there would be no leaks. I'm just a novice so hopefully a professional has more insight. Good luck.

Maybe a hose bibb left open somewhere outside?

A bladder tank is set to a SPECIFIC pressure, NOT 40-60 psi. If it is set too high, the pump will come on almost immediately when a faucet is opened, and if it is set above the "pump on" pressure, but below the "pump off" point, you will have a momentary loss of water before the pump starts.

That's what's making me crazy. Bibbs secure. Faucets secure. No toilet leaks. All water lines are visible. That pressure has to go somewhere . . . but where?

You're right. It's the well pump switch that set to 40 and 60. And yet, with no apparent output, it cycles every 15 minutes, unless I shut off the house side. And then it holds steady. So the leak is on the house side. But there is no apparent leak.

Does the pump kick on when the pressure drops below 40 psi? What if your pressure with no output stabilizes at 39.9? The pump would kick on get up to 60 psi, shut down then drift down to 39.9 and kick on again? If this were the case you would need to lower the setpoint below 40.

I'm not familiar with plumbing but I'm trying to learn. My apologies if I'm making no sense.

What is used for heating domestic water? Is there a water heater with a temperature/pressure valve?

I am a Sherlock. But I may still be wrong.
My opinion is the bladder tank is bad. You have no cushion of air thereby forcing the pump to start at any flow. Can't look at one and tell the bladders gone.
Maybe be only worth 2 cents but there it is.