Your title ask for help on saddle design, but your post ask for help on designing tanks for explosion. What is really your question?
The only explosion related experience I have to share with you is the reactor section from a sulphur reactor. The heat transfer section of a sulphur plant reactor has to be designed to handle the case of an explosion from the furnace section, which is also attached to the heat exchanger shell. The sulphur plant licenser stated the shell shall also be designed for an high upper end temperature in case of an explosion. I don't recall what that temp is but I think it is in the 700°C range. "Additional" pressure was not a factor in the design as you would have a device called a PSV which is set at MAWP+10%. Of course, allowable stress is directly related to the "design temperature". So, draw your conclusion from this information. Hope this helped.