Q: How can I learn to hear the inner voices more clearly in dense harmonies (like sax soli or whatever) without confusing myself? I mean, how to mentally separate the lines
A: it probably won't sound like separate coherent lines, but if you want to get stronger at hearing harmonies, just transcribe it. use brute force, unpause-pause, hunt and peck method. you will gradually get stronger and start to learn many interesting things about life as you go