it might be, All Night Long (Cozy Powell Mix), it doesnt end with a sax, but a keyboard which could be mistaken for a sax. It was the last song of the second disc to 2011 deluxe edition release.
Nope. It was pretty much an instrumental until the last few stanzas where we hear the lines I quoed above. As far as I can remember, those were the only vocals.
I have a text file on my hard drive with notes I made about the riff, including the repeated, isolated phrase “all night long”. Didn’t have enough to go on (for some silly reason it never occurred to me that it would actually be named “All Night Long”).
In my case it’s the Rainbow hard-rock song linked to above.