I can't prove that it was intentional by the show's executive producers or cast, but season two details from an up-coming EW Magazine, is doing something similar by having the character be on more separate, but ultimately converging paths. So it doesn't yet support a filming style in terms of different styles/genres/shots for different characters in season one (however, they each do represent Dungeon and Dragons characters), but to do this specific act, this coming season, *may imply a juxtaposition to season one and may support that the EP's are constantly trying to be creative with how they go about filming the characters, one way or another.
WARNING SPOILERS ----- EW Mag. Quote:
While season one was focused mainly on finding Will (Noah Schnapp) and
defeating the demogorgon, Things 2 features several disparate stories
that intertwine but all roads eventually lead to the “shadow monster,”
a nickname given to a giant creature Will first meets in PTSD-like
visions of the Upside Down. “It’s all connected to this singular
threat, which is tied into this shape that Will sees in the sky,” says
Ross. By the end of the nine-hour season, fans can also expect new
characters, like Bob (Sean Astin), a love interest for Joyce (Winona
Ryder), and some pretty wow-worthy action sequences. Says Matt, “Each
episode is building on the last one. It gets much crazier than it ever
got in season one.”
http://ew.com/tv/2017/09/27/stranger-things-2-cover-story/