Separate save. The person doing the carrying may have (accidentally or on purpose) used the carried person as cover.
Both save: Carrier got them to safety
Carrier saves: Carried takes brunt of blast
Carried saves: Carrier takes brunt of blast
Both fail: Both get caught in blast
It is like when a giant boulder rolls down a square hallway. There is plenty of space in the corners to duck, but the creature may not react in time even though it is obvious that someone could fit through the gap in the corner between the boulder, floor, and wall. You roll the saving throws to determine if the creature has the desired mechanical result.