Blue Train (John Coltrane) is a blues in Eb. What are the best options for soloing to it (Trombone)? major pentatonic? It feels somehow strange... the F minor pentatonic seems to fit quite well also.
There are usually two main ways to improvise on a blues: using the blues scale or using the parent scales of the individual chords. Additionally you can substitute some of the chords (e.g. replace Ebm7 with Eb7) and use the parent scale of the substituted chord for improvisation.
In case of Blue Train:
1. Improvising with the Blues scale
The Eb Blues scale is [ Eb Gb Ab A Bb C ] and you can use it throughout the tune. It will always sound "in", but after a while it will also feel a little limited, and you'll be looking for more.
2. Use the parent scales of the chords
The first four bars of Blue Train, a minor blues in Eb, have an Ebm7 chord. Think of this chord as the Dorian mode of Db major (degree II on a Db major scale). Therefore you can use the notes of the Db major scale on the first for bars of the tune.
Similarly, the next two bars of an Eb minor blues tune have an Abm7 chord. Think of it as the Dorian mode of a Gb major scale, and use the notes of the Gb major scale on these two bars.
The next two bars are again Ebm7, hence Db major parent scale, and so on.
3. Substituting chords
The first chord, Ebm7, can be replaced with an Eb7 (or Eb7#9). So you can think of that Eb7 as the Mixolydian mode (degree V) of an Ab major scale. And therefore you can use the notes of an Ab major scale (but starting at degree V, i.e. Eb) for improvising on the first four bars.
(You said that F minor pentatonic sounds OK. Notice that F minor has the same notes as Ab major. And we just saw how Ab major produces the Eb7 dominant chord. And that's why F pentatonic minor can sound OK. But it will mostly sound OK only on the first chord, in the first 4 bars, less so over the other chords)
Similarly, you can substitute Abm7 with Ab7 in bars 5 and 6. And the parent scale is Db major. So use the Db major scale notes on those two bars. And so on.
4. Weaving in and out
You can always weave in and out from one of the above approaches to another.
Play the first four bars as Ebm7 Dorian (Db major scale).
Then maybe treat the next 4 bars as if they were dominant chords (Ab7 and Eb7, hence Db major and Ab major as parent scales).
And then maybe the last 4 bars can be played using the Eb Blues scale Eb Gb Ab A Bb Db.
The possibilities are endless, and on top of that, once you are very familiar with the tune, you can start to forget about scales and modes, and play more by ear. But do build a strong foundation of familiarity with the tune and the scales before going too far on a limb purely by ear.