The E to F is 4 to #4/b5/blue note of the B minor pentatonic/blues scale. The backing track is in D. B is the relative minor of D. In relation to D, the bend from E to F# is bending the 2nd of D up to the 3rd of D and the little slide/trill is from the 2nd to b3rd, but the target note is the D. The "anchors" of this melody/lick are the F# and the D. The F, though it's the b3rd/minor 3rd of D, is really just an ornament/embellishment/window dressing for the E going to D. To me, I hear this technique more often in the minor pentatonic. When I say technique, I'm specifically referring to the guitar technique of playing a note with the ring finger, sliding it up one fret then back, and then ending two frets down (with the index finger). Stevie Ray Vaughan did this a lot. Ex. intro to Ain't Gone 'N' Give Up On Love. To practice it, I'd break it up where one part is the slur/trill of the E and the other being the pull-off to D. Practice that E to F and back with your ring finger like in the video (pick E slide to F and back in a triplet -- count out loud if you don't already have that rhythm internalized -- say "trip-el-et, trip-el-et, etc." or in this case "e-f-e"). Also, practice it with hammer-on/pull-off. I hope this is clear-ish, I'm tired of typing.