I want to improve my ability to not only chase chords (land on the correct root note), but also play over them more musically (not sound like I am stuck in a pentatonic box shape.) I know my major scale (1st position only) and all 5 shapes of the major and minor pentatonic scales- and a few modes. 

I know that not all pieces fit into one key neatly. In a simple tune, say blues, I can generally play well within the key e.g., Am penta and land on the correct note (emphasize it) when the chord changes. However, in other, more complicated pieces, should I endeavor to stay all within the "key" at all times or should I change scales for each chord? 

Sadly, I mostly have memorized shapes. I really do not have a particularly good ear- or flexibility to dance around the fretboard. I still use a digital tuner! I am trying to learn and hear all the notes on the fretboard but it is quite challenging.  The issue I have is when I hear a more complex piece (not simple and predictable Blues) and the standard scale does not always seem to work.

In a piece I would like to learn (below), this cat is jamming with arpeggios, random licks and it is extremely musical. I suspect he is jumping in and out of different scales and modes but I am not sure. By contrast, I sound like I am playing a scale- not very musical. Is he mixing up different scales? How would I know which patterns to play? I want to play like him but I am nowhere near doing so. Any tips would be much appreciated.

In YTbe, the title to this piece is "Fun Loop Chords and Use Those Ears!" Guthrie Trapp

Thanks!