I've been where you are wanting to learn EVERYTHING and learn it all at once.

Learning scales is great, but they really won't stick or mean anything to you until you learn how to do something with them.

I happened to learn the minor pentatonic scale first. I got frustrated that my playing all sounded the same, so I looked to modes. That got me nowhere, and then I thought about it...if I can't put the major scale to use to improvise, what am I going to do with modes of it!?!?! :)

My suggestion would be to find uses for what you are trying to learn, then learn it and apply it at the same time. Otherwise, you have a solution looking for a problem.

For myself, I needed to solo over songs in major keys that are countryish in sound. So I started making use of the major pentatonic scale. Recently I discovered they can be used interchangably between in some of the songs I play and gives me some great tools to work with. Evil Ways was added to our setlist, so now I'm looking into some Dorian licks that Santana is famous for. Using this approach, things are making more sense to me, and more importantly, they are sticking in my brain!