Thanks for providing us with details!
I think you are sensing this problem yourself here. You are using string gauges bordering extreme (especially if you are new to this kind of stuff).
The very first thing I would do is switch to lighter string gauges - so that you don't get any bad habits by trying to play this with such a handicap (I am referring to the string gauge). You could go for a custom 09-46 set if you still want thicker strings for rhythm guitar (that's what I use).
Give it some time with the lighter string gauge - and try to have this as your goal:
QUOTE
I noticed most of the guys that play these licks keep their thumb over the neck the whole time which I cannot do.
When you can do it with .09 then move up to .10, and then 0.11
If even .09 are giving your problems you can also tune your guitar down to Eb or even D standard.
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