Hendrix and EVH were the first two great pioneers of electric guitar. The third, in my opinion still of course, was Yngwie Malmsteen, who combined hard rock with classical music, which then became a phenomenon of it’s own, with many other major rock bands then performing with operas as well.
One of his first tunes was Baroque and Roll:
https://www.youtube.com/watch?v=MS1HXTMjRmE
His quintessential piece is his Concerto Suite, performed live in its entirety here:
https://www.youtube.com/watch?v=Mylvwhy63bk