Alex Skolnick has been with Testament for the majority of their career – from 1985 to 1992, and then again from 2005 to present day. Though things could've turned out differently if he would've gotten on the phone with Megadeth's management in the '80s.
According to Skolnick in an interview with Eonmusic, he heard through some sources that he was on Megadeth mastermind Dave Mustaine's radar way back in the day. Skolnick said part of his trepidation for calling Megadeth was their high turnover of band members, and the fact that he felt his work with Testament was important (and it was)
"I heard through the grapevine, many, many years ago [that they were interested]. I don't know, if I'd made a call secretly, and reached out to management, or whatever, and said, 'Hey, I really wanna give this a shot,' I'm sure maybe it could have happened, but it was pre-Marty [Friedman, who joined Megadeth in 1990], and it was during the time Testament was just up and running, and I knew, 'Okay, if I were to join this other thing…'" said Skolnick.
"At that time with Testament, we were really finding our footing, and establishing a sound with albums like The New Order and Practice What You Preach, like now-essential albums, and it just seemed like, 'Okay, I'm a part of this thing.' And I think at that point Megadeth had already had three guitar players, and there'd been so many members, so it was just clear, 'Okay, if you're in Megadeth, you don't know how long it's going to last.'"
Funny enough, Skolnick had a second opportunity to join Megadeth in a live setting when then-Megadeth guitarist Kiko Loureiro's wife was giving birth.
"There were a couple shows, actually, as recently as the Kiko Loureiro era, where I was on standby to fill in. Kiko's wife was giving birth, so there was a possibility of that, and they didn't know exactly when it was going to be, and there was a possibility it was going to conflict with a show or event. So it was on standby. I learned the songs. I was ready, but as it turned out, he didn't need to miss any shows. I've always been friends with the Megadeth camp, you know, mad respect for the band, but I like my role as… occasional possible understudy is as far as it's gone."
Though in the end, Skolnick stayed with Testament and we got a whole boatload of classic thrash. It's for the best, yeah?