Vit A and D bind to and activate nuclear receptors that in turn act as transcription factors - ie they bind to and regulate the expression of a number of different genes whose products cause the effects we attribute to the vitamins.
There are two types of nuclear receptors activated by vitamin A - RAR (retinoic acid receptor) and RXR (retinoid receptor) which bind the two different forms of active vit A. These functions as RAR-RXR dimers- see
here.
Active vit D binds to the vit D nuclear receptor (VDR) which acts as a dimer with RXR. Thus vit A and D work in concert. (RXR also forms heterodimers with thyroid hormone receptors, steroid receptors and others - so vit A is busy)- see
here.
Vit D affects bone density by inducing proteins involved in bone remodelling such as osteocalcin, or in intestinal calcium uptake or renal reabsorption - see
here.
Vit K2 gets in on the act by activating osteocalcin and matrix GLA protein (MGP), along with several other bone and mineral related proteins (by carboxylating glutamate residues in the protein) - see
here. As well as its role in bone formation, osteocalcin acts as a local inhibitor of calcium deposition in soft tissue around bone. Matrix GLA protein plays a similar role in smooth muscle tissue (ie blood vessels). In other words vit K2 plays the ultimate role of keeping calcium in its proper place.
Vit K2 plays many other roles as well (including in blood glucose control, myelination of nerves) - see
here and
here. There latter link is from a site selling vit K - a product which I take - but it contains good summaries and lots of links to research.
So the fat soluble vitamins A,D and K work and travel together (transported from the gut on chylomicrons and ferried around the body on the surface of LDL and HDL particles from where they are dropped off to cells - vit E travels with them though doesn't have a particular role in bone formation).
Similarly, calcium and magnesium work and often travel together. In general, they tend to have opposite effects and this antagonistic action of magnesium on calcium deposition in soft tissues is particularly pertinent to discussion of calcium supplementation - see
here and
here.
The faulty logic that claimed that since calcium is necessary for strong bones, high levels of calcium supplementation will help osteoporosis, completely failed to take into account the mechanisms that control ectopic mineralisation. After all, extracellular fluids are supersaturated in calcium and phosphate and without powerful regulatory mechanisms, widespread deposition of calcium phosphate in soft tissues would result.
Magnesium affects other aspects of calcium regulation, such as vit D and parathyroid hormone action - see
here - but let's keep things simple.
Finally other minerals, especially
boron, impact bone formation. It is a very complicated process. So setting aside the issue of the validity of meta-analyses to assess nutritional supplements, the original topic of the thread, we need to go further back. Vitamins A, K2, magnesium and boron status are all relevant to bone metabolism, not just calcium and vit D. All of these things need to be taken into account when considering supplements to strengthen bone and unaccounted for variability in status of any of these nutrients will confound any analysis.