How do I develop such complicated plots, like in the Thrawn Trilogy by Timothy Zahn, or the Discworld books, with "twists" and turns ?

Er, I don't think there's any clear-cut formula for such a thing (that'd defeat the whole purpose, wouldn't it?). But my advice is this: if you want a complicated plot and do not want to lose sight of plot threads yourself, learn to be a good planner. Write down an outline and stick with it.

Of course, I and much more interested in characterization, and I let my characters -- sometimes -- write themselves, so I'd be more concerned with how to develop interesting characters (the rest pretty much flow on their own). Inter-character conflicts, sub-plots -- all of these add to the complexity of the general story arc.