I wanted to bring anyone who's looking up to speed on my progress.
I found a bunch of tools for working with ADX files here:http://shenmuesubs.sourceforge.net/download/
(under "Additional Tools")
The "ADX Tools" package includes an ADX encoder, which allowed me to convert my 1:19 BR theme to ADX format. I can't remember if it was the encoder I used to establish which files need to loop, but I'm pretty sure it was.
The conundrum then is, as it always has been, how to pack the audio tracks back into an ACX. Welllll, there's this lovely app called Puyo Tools:http://code.google.com/p/puyotools/
It was created by a very nice fellow over at Puyo Nexus, and it allows you to take a pile of ADX files and create an ACX with them. He was kind enough to advise me (for your reference) when it asks about block size, for Burning Rangers (and perhaps all Saturn games?) it is 2048, not 4. Also ACX files do not require filenames or extensions for the files contained within, so the files can be named anything, with any extension (or none), and they will still be read. I'm assuming that all that matters is the order they're placed in.
So far, I am unable to create an ACX that the Saturn or SSF will recognize, but the ACX will play in any ADX player, and you can skip from song to song as expected, with no difficulties.
I am in the process of solving this issue now (I hope!) and have burned a shocking number of coasters in the process. Fortunately I'm wasting my old Imation CDs for testing, and not the amazing Taiyo Yuden discs I would typically use for a final copy.
I hope this info is useful to forum members and future googlers!
FYI: ACX/ADX files are Big Endian, viewable in a hex editor, and the header is not located in the top of the file. It can be found by looking for (c)CRI. A big thanks to kode54 from the RHDN IRC channel for that info!