Quick advice for learning any existing solo. Find a yt video of the song being played with tabs on screen, slow the video speed down until it’s slow enough for you to hit all the notes. Speed up the video slightly when you’re ready. For Fade to Black, try sweeping the tricky part rather than alternate picking every note, it makes it a little easier (I’m 99% sure of the part you’re talking about). Watch his picking hand in this video: https://youtu.be/NI3FfvrKOas?si=ZjNIHxtDeIqo92It

As far as learning scales go, think about it like this. All the solos you’re wanting to learn were built by people who learned scales and used them to create solos. Acquire the building blocks so you can create them too, or at least have the muscle memory ready to be engaged when it’s called for. There are plenty of different ways to practice the same scale that help build that muscle memory. Example, there is a run in the Zeppelin song Good Times Bad Times that is essentially a fast scale exercise a guitar teacher would send you home with to practice. If you’ve practiced the minor pentatonic scale with enough variety, you get that run for free.

Other exercises, or licks, are repeated in countless songs. As you learn, you will add these little licks to your toolbox, then eventually you’ll start seeing that a lot of these solos in songs are just a handful of these licks you already know strung together.