So I think what you hear as scale changes is best described as modal change as jg would lean on the chord tones (triad notes) as his phrasing moved through and "leaned on" or "referenced" the chords he was "playing over". The triad notes of the three chords B (B,Eb,F#), E(E,Ab,B) and A(A,C#,E) all fit nicely into B Mixolydian - B-C#-Eb-E-F#-Ab-A-B. So the key to making your phrasing sound like it "fits" is for the phrasing, while playing over each chord, to, to one extent or another, utilize those chord tones as the basis for the phrasing, often beginning and ending phrases using the chord tones of the chords you're playing over as you begin and end phrases. Whew! And a real healthy dose of arpeggios. In essence you're playing arpeggios and then filling in between the chord tones with other B mixolydian notes - This, of course effectively negates them as arpeggios but it's as if the runs/phrasing are an extention of the arpeggios.
Here are a couple of version of me with my band - the 2nd a bit more arpeggio heavy.
http://www.archive.org/download/sb2010- ... as_vbr.mp3
http://www.archive.org/download/sb2010- ... 03d3t2.mp3