E G# B
In this case the E is inconsequencial, the B, however, renders the D minor scale unusable, or at least strange sounding, here's why. D minor is spelled like this:
D E F G A Bb C D
Notice the Bb? Notice the G? The Bb will clash with the B in the E major chord. To make matters worse, the G# of the E major chord is the #4 (or b5, lets just say tritone) of the D minor scale. These two factors will add up to make the d minor scale a very dissonant scale to use over this progression.
Let's look at the A harmonic minor scale
A B C D E F G# A
Nails both notes, the B works, and more importantly the G# works. Since A harmonic minor (or any mode diatonic to it like E phrygian dominant) is the only scale with a key signature of just G sharp, it's about the only scale you could use to safely solo over the entire progression.
The Cadd2 (or add9)chord also work nicely with the A harmonic minor. The Cadd2 chord is at least diatonic to the scale, and the A minor chord is the root chord of the scale, so using the A harmonic minor chord will resolve strongly.
The way I like to look at these things is to add up all the chords and see what sharps or flats I get. In this case, all the chords except the E major had no sharps or flats (spell them out, you'll see) so we ended up with one sharp, and it was a G#. A harmonic minor is the only scale that really fits the bill (I know, all you metal heads will say phrygian dominant, for these purposes, they are the same thing.)
If you were to Add 7ths to these chords, they would be
Dm7, Cmaj9, Am/maj7 (cool one there) and Edom7. Any more questions feel free to ask.
