This needs some clarification:
The speed metal symphony tune is not by Steve Vai but by Cacophony (Marty Friedman & Jason Becker) from the album Speed Metal Symphony
About the jams with Yngwie, Somewhere over the rainbown and Beethovens 5th... this is from Vai's official website:
"I don't ever recall playing 'Somewhere over the Rainbow', or 'Beethoven's 5th.' I don't ever recall jamming with Yngwie, and I have never heard of a track that Joe and I properly recorded called 'Formula 1.' I think it's all rumors, mistakes or misnamed things."
Just listening to the songs it's clear that's not Vai playing at all. He's even better
And to add another name to the list of great guitar players, if you never heard about him, check out Shawn Lane a very little know legen from Memphis that passed away a couple of years ago. He was amazing!