I'd also add that the late live Dan included superb jazz musicians such as Chris Potter, Dennis Chambers and Peter Erskine also.
I’ve seen Steely Dan several times in the past and each time the guitarist has been the brilliant Jon Herington who featured on Two Against Nature and Everything Must Go as well as some of the Fagen solo albums. The music is however very much arranged rather than improvised - but how many live bands actually do improvisations these days what with computerised light show coordination video screens etc?