That's American musician Jimmy 'Z' Zavala playing the harmonica. He played with Heaven In This Hell
producer Dave Stewart
's group The Eurythmics for a number of years and his harmonica is featured in their song "Missionary Man
." Orianthi recalled to MusicRadar.com
: "Dave played me a video of him when he played with the Eurythmics. Jimmy would be so intense on stage that he sometimes needed oxygen after his performance. I told Dave that I wanted him to play on the record. I thought he would be this crazy, hyper guy like he was in the video, but he's calmed down a lot now. It was something like 15 years since he and Dave saw each other. It was a blast having Jimmy on the song."