Klatoonian cap'n shoots at zannah and misses. Zannah rolls a 19 on her splash save. So made the save and no splash damage but then my opponent said that I take 10 cause of lightsaber combat expert says when you roll a 19 or 20 on a save to avoid damage and splash was a save to avoid damage. Is this correct?

Splash is not an attack, it just triggers from the result of an attack. LCE works on damage from attacks (per the card). No damage would be reflected.