Asklemmy

Before doing any slowing down and looping I'd make sure that I know the chords for that section. It's easier to hear if a certain note is in the key (harmony) or not (dissonance), thereby limiting the available choices. Also it might be easier to identify an interval than a single note.

Knowing some theory definitely helps. If you can find a transcription as sheets or tabs that'd be a good idea for reference, even if they're not always correct.

Having this context, it's usually enough to slow down the part in the YouTube player. I use New Pipe, no ads and speed/pitch are separate.

For a more detailed analysis, Audacity is great for loops and zooming. It's quick and easy. However, looping a single note can sometimes be deceiving, so I'd also loop a few of the notes before and after just to get some context.

Getting the clip into a full DAW can also help for very tricky sounds. Running it through a pitch correction effect can show what it detects. This works best if the clip doesn't have a lot of other things at the same time. Another method if you have a midi keyboard is to play along with a basic tone like an organ or just a sine wave. Program the melody into the midi sequencer and you'll basically have it transcribed. This is also great for long weird sections where it's difficult to remember everything. Might as well write it down as midi instead of on a paper.