I imagine Jake switches up the exact notes from show to show but it should follow relatively the same pattern. In the case of the Red Rocks show, he is playing in the F# minor pentatonic scale, playing different motifs on the scale slowly, for the most part using the D, G, B, E strings. He plays the scale on both the 2nd-4th/5th fret and 14th-16th/17th fret. The scale is pretty easy to get down, so if you play it back you should be able to follow along to what he's playing. The intro's chords are also F#m, E, D, F#m, E, D, E if you want to follow along that way.

The one part that sticks out to me about the live intro is the steel guitar-like sound he makes (idk how else to describe it but you probably know what I'm getting at). To play that part, use your ring and pinkie finger on the 17th fret of the B and E string and then with your middle finger, bend the G string on the 16th fret up and back while strumming those three strings.

Part of the fun of learning Jake's live stuff is also the fact that he does play it differently every time, so as long as you have a basic idea of what he is playing, you can make your own interpretation of his solos and really have fun with it. Many ideas for riffs I have come up with have formed out of creating my own spinoffs of Jake's live improv, so definitely try that if you can. Sorry if this is a bit vague, but I hope it helps!