Matt is correct, this is characteristic of Flamenco music, assuming E is the root.
This question is pretty vague, but I interpret it as saying the song is in A minor and but stays on E and F for extended periods of time during the instrumental, I would associate it with 80's metal, specifically, Randy Rhoads. He popularized the use of harmonic minor in metal while playing for Ozzy. During live performances the band would stay on the V chord (in your example E), or E and F while he would tear it up in the Harmonic Minor scale and its associated arpeggios (most notably the diminished 7th arpeggio).
For those not familiar with this era of Ozzy I should point out he was not just playing over power chords, as Ozzy had an organ player in the live band. I haven't seen the YouTube video the O.P. talks about, but this would certainly be an area where the "worlds best guitar player unbelievable" might want to show his stuff as is a signature move of one of the guitar pioneers.
Pick up Randy Rhoads Tribute by Ozzy Ozbourne and start from there.
If you want the CAGED patterns patterns of the Phrygian Dominant Scale starting on E (same as harmonic minor in A) I have them free on my website. I got some flack for posting links to my (btw free with no ads) website, so just type Phrygian Dominant into Google, my chart is in the knowledge box thing on the top of the page with the Wikipedia description.