Assuming that we accept "rules" (i.e. the patterns out of which conventional music is built) as the standpoint for this discussion, your questions are easily answered.
First off, as you stated, A major and F# minor are related to each other (don't know the exact term in english but it's probably something like "parallell keys"). One manifestation of this is that the "standard" scales here (that'd be A ionian and F# aeolian) consists of the very same notes. That means that when it comes down to pure sound, there's no real technical difference between these two scales. Though; one could say, that what makes something minor or major is the context in which it appears. This context might solely lie within the head of the listener (the eye of the beholder, so to speak), which means you could be playing a straight A ionian scale up and down, and I could get my head full of F# aeolian, B dorian, or whatever.
Anyway, as for the progression you stated; the root notes are strictly contents of the F# aeolian (/A ionian) scale, but you say you played B harmonic minor over it. First, the sequence you listed is not harmonic minor, it's melodic minor (due to the G# instead of G). Second, this combination might result in a quite interesting harmony; the progression runs in F# minor (which makes A a note of central importance, being the minor third), and your soloing runs in B melodic minor over that (including the note A#). This leads to an overall harmonic context where both the minor and the major third is present, and although this in itself might be quite ordinary (for instance, the 7#9 chord), it's not often seen in this situation. Personally I like it though.
Using the scale tones of B melodic minor starting from F# results in something my copy of "The Guitar Grimoire" refers to as the "Hindu" mode. Never heard it being mentioned ever though.
Next; the scale tones of E ionian in an F# minor context means you're playing F# dorian (which happens to be my fav minor mode, hehe).
One could say that "minor" is a mode, as well as "major", even though the simple terms "minor" and "major" is unsatisfactory when used in this way (you'd want to know which kind of minor/major). Most often, the mode is used throughout; by this I mean that if you're playing in F# aeolian, it might not be very smooth to suddenly switch to F# dorian - it might smash the entire "body" of the music. Just because the notes E and G# are both included in the F# aeolian scale, it does not mean you can throw any E major scale in there and expect it to fit. The E major mode, as heard in an F# aeolian context, is E mixolydian.
And so on.
I could go on and on but I'm afraid I'd get into some real tricky formulations. As I began with saying, this is from the regulated point of view; once you have a feel for the "rules", they might be freely broken. This feel I'm talking about is ear; it's all in your ears, and how you percieve what you hear. Remember; one could talk for days about theory, but the theory only serves to describe, in technical terms, what already exists. Music came first, theory second. Keep it that way, and the music will keep its feel.
Hope I answered some question at least.
/a quite tired swede in a ridiculously hot apartment
