I thought power came from the loco.
Motor-generator set - the loco supplies 800V DC, which drives a motor on the coach. The motor then drives an alternator to generate 50Hz AC (not sure if it's 240V single-phase or 415V three-phase) to supply the loads on the coach.
It's a rather silly system, but when the ETS standard was set the only things it had to drive were heaters and lighting, which worked just fine on DC whilst the electronics for AC would have been quite difficult. By the 1970s, three-phase ETS was technically possible, but changing from the legacy systems would have been difficult. It was done for HST Mark 3s because they were only expected to work with their own power cars, but other LHCS has stuck with DC.
Given that the Mark 5s need the ETS beefed up to handle increased load, I'm surprised they're using 1500V DC rather than 3-phase AC. I'm sure there's an excellent reason, but I've no clue what it is.