In this paper we present the results of the radio light curve and X-ray observations of broad-lined Type Ic (Ic-BL) SN 2007bg. The light curve shows three distinct phases of spectral and temporal evolution, implying that the supernova (SN) shock likely encountered at least three different circumstellar medium regimes. We interpret this as the progenitor of SN 2007bg having at least two distinct mass-loss episodes (i.e. phases 1 and 3) during its final stages of evolution, yielding a highly stratified circumstellar medium. Modelling the phase 1 light curve as a freely expanding, synchrotron-emitting shell, self-absorbed by its own radiating electrons, requires a progenitor mass-loss rate of  M yr−1 for the last t ∼ 20(v w/1000 km s−1) yr before explosion and a total energy of the radio-emitting ejecta of E 1 × 1048 erg 10 d after explosion. This places SN 2007bg among the most energetic Type Ib/c events. We interpret the second phase as a sparser 'gap' region between the two winds stages. Phase 3 shows a second absorption turn-on before rising to a peak luminosity 2.6 times higher than in phase 1. Assuming this luminosity jump is due to a circumstellar medium density enhancement from a faster previous mass-loss episode, we estimate that the phase 3 mass-loss rate could be as high as  M yr−1. The phase 3 wind would have transitioned directly into the phase 1 wind for a wind speed difference of 2. In summary, the radio light curve provides robust evidence for dramatic global changes in at least some Ic-BL progenitors just prior (∼10-1000 yr) to explosion. The observed luminosity of this SN is the highest observed for a non-gamma-ray-burst Ic-BL SN, reaching L 8.46 GHz 1 × 1029 erg Hz−1 s−1, ∼567 d after explosion.