Was Hitchcock fascinated by the nascent field of brain science while filming "The Lady Vanishes"?

I watched The Lady Vanishes this afternoon, followed by several hours of perusing databases and books about Hitchcock, and it is difficult to answer your question with any sense of definition because 1) Hitchcock never gave an interview about the film, and 2) he shot it as written, so the result is a mix of his influence with the writers' influence.

HOWEVER, there is a wealth of information (books, reviews, articles), chronicling Hitchcock's interest in Freud. Freud's name actually comes up in this movie (Iris thinks Miss Froy's name is Freud, until she spells it for her) as well as in Marnie and Rope. His work is rife with Freudian symbolism (Hitchcock's Motifs by Michael Walker):

• home movies - repressed memories
• cigarette lighters or cases - a gift from a woman to a man, symbolizing desire
• milk - a symbol of faith in the future, optimism - Hitchcock tended to desecrate milk with references to it being poisoned
• bed scene - a site of disturbance associated with pain, suffering, feuding or death
• confined spaces, cages or bars - in hiding or in prison
• dogs - a moral touchstone
• doubles - a projection of negative (murderous) feelings so that one can feel innocent
• entry through a window - windows stand for openings in the body; sexual
• exhibitionism/voyeurism - feminine humiliation or vulnerability/ masculine power
• heights and falling - a sense of the abyss, chaos; childhood fears; guilt keys - tension in a marriage
• trains - condense chaos into a specific set of threats
• water - a source of threat
• rain - inner turmoil

It is uncertain whether Hitchcock was an adherent to Freud's ideas (I have read that he was not, but cannot locate an authoritative source for that at the moment), simply amused by him, or just interested in exploring his visual vocabulary. Perhaps his view of Freud was mixed - one review I read suggested "In The Lady Vanishes, we see that Hitchcock places psychoanalysis on both sides of the plot. Freud is both the hero and the villain, both Miss Froy and the evil brain specialist. He’s a helpful resource for triumphant do-gooders and the pushy brute who wishes to subvert and deceive his patient through his position of power." (Arne Strout, "The Psychology of Hitchcock"). There are a number of reviews out there citing Oedipal overtones in the film, but also a few connecting the Hartz character to fears of what was happening in Germany at the time (the character was officially Bandrikan because UK censors did not want the film to specify a real country).

If you are a fan of Hitchcock in general, I highly recommend the Michael Walker book. It devotes whole chapters to the symbolism of blondes and brunettes, food, hands, homosexuality, staircases, and the MacGuffin (a secret or documents that are important to the characters but irrelevant to the audience) - fascinating read.

While Hartz may have been a construct based on Lashley, according to TCM, with small changes to the beginning and ending, Hitchcock directed the film as it had been written by Sidney Gilliat and Frank Launder. Any construct would have been theirs:

Hitchcock was trying to find a film to end his contract with [Edward] Black so he could sign a deal with Charles Laughton's production company and pursue offers from America following the success of The 39 Steps (1935). For once, he couldn't come up with a property. Knowing Hitchcock was desperate to get on with his career, Black dusted off the script to The Lady Vanishes and the director immediately agreed to the production. He suggested some changes to Launder and Gilliat that tightened the film's opening and made the finale more exciting, but basically shot the film as written, although he insisted on a screenplay credit for his wife, Alma Reville.