The chord E7#9 has the notes E, G#, D and G. There is no major 7 in there - won't work at all.
You can view the progressions as the key of Em if you want. However, when you are playing over the E7#9, you can use a LOT of cool scales and tricks... I often play different scales over each chord in a progression. For example, I may not play just the E minor scale over the progression Em, G and A - that's where you trust your ears and play any ideas you might think of. I like using triads and the diminished scale too. This is getting too theoretical and advanced at this point, so I'll stop here.