There is an awful lot of traditional Celtic music which is modal. When you can't hit all the semitones (at least not without some contriving...) modes are the answer if you play whistle or pipes... and pentatonic scales, which are modes with some notes missing...
A very few quid spent on a tin whistle (a D whistle is my favourite) will get you thinking modal... (as well as wondering how long it would take to match the greats, such as
Séamus Ennis, Seán Potts, Paddy Moloney and many others... ) and you can then carry those ideas over to your sax...
This looks interesting:
http://www.standingstones.com/modeharm.html
The use of modes in Middle Eastern music has been studied and used by jazz musicians (e.g. Coltrane) and there has been some Celtic/jazz fusion (
e.g.Clannad) and, of course, Rufus Harley...