We analyze the problem of storing random pattern-label associations using two classes of continuous non-convex weights models, namely the perceptron with negative margin and an infinite width two layer neural network with non-overlapping receptive fields and generic activation function. Using a full-RSB ansatz we compute the exact value of the SAT/UNSAT transition. Furthermore, in the case of the negative perceptron model we show that, depending on the value of the margin and the constrained density, there is a line separating a phase in which the distribution of overlaps of typical states does not possess a gap from one in which it does. Our results show that the hypothesis underlying some recently developed theorems claiming that Approximate Message Passing (AMP) based algorithms are able to reach capacity, does not hold in general. Finally, we show that Gradient Descent is not able to reach the maximal capacity both in cases where there is and there is not a non-overlap gap phase for the typical states. This, similarly to what occurs in binary weight models, suggests that gradient-based algorithms are biased towards highly atypical states, whose inaccessibility determines the algorithmic threshold.