This is very late, but I came across your question (where does Brahms' cadenza for Bach's d minor concerto go) by chance during a search, and saw the highly incorrect answer by Anda. As you would see if you read the cadenza all the way through, the last several measures are a sort of development of 3rd movement material. In any event, at the end of the third movement, just before the final return to the theme, you will see a r.h. trill on "a." You would start Brahms' cadenza (beginning "g, f, e, d, etc) as a continuation of that trill. At the end of Brahms' cadenza, he leaves you comfortably to finish Bach's cadence formula (immediately following the trill I mentioned). Is that clear? Write me at jory@joryvinikour.com if any questions (I am a harpsichordist much more than a pianist, but still might have advice for you).All best, and good studies,JoryPS You ask not to be bullied! I was much more tempted to bully Anda for giving you a wrong answer!!!