malmsteen usually uses just the minor scales and its alternates, melodic and harmonic. he loves using the harmonic minor because of the classical sound that it produces. you have a pretty good ear to notice that he sometimes plays out of key. its probably just some passing tones at the wrong beat. just practice your licks slowly at first and then build up speed when your comfortable playing them, but be comfortable with the speed you choose. these guys didnt become fast overnight. just practice and you will be better that those guys. hope i helped