Did Saul have to understand that Christ died for him in order to be saved?
No. The Lord saved Saul by grace on the Damascus road, but not on the basis that he yet understood that Christ died for him. He was saved before he grasped the cross. Only later did he preach in the synagogue that Jesus is the Christ, the Son of the Living God.
Les explains that Saul, later Paul, was converted on the road to Damascus while threatening believers. The Lord saved him by grace, but not on the basis that he yet understood that Christ died for him. In Acts chapter 9, after receiving food, regaining his sight, and being baptized, Saul went to the synagogue and taught that Jesus is the Christ, the Son of the Living God. He did not go to the marketplace to proclaim to Gentiles that Christ died for the sins of the world. This fits other early conversions, such as the Ethiopian eunuch, who believed Jesus is the Son of God without any mention of the cross, shed blood, or resurrection.