Re: Saddle repair or new trem?
Change them again, bad strings do exist. I doubt theres anything wrong with the saddle. In the unlikely event there IS however, and successive sets of d'addario's all break at the high E, then it should be a fairly simple fix, even something you could do at home.
Generally, it will NOT be a burr in the saddle, despite what many people will tell you. Its much more likely that the saddle block isn't seating against the string correctly, or that you're tightening it too much and causing it to 'flatten' the string, which will make it especially susceptible to metal fatigue in the opposite plane (which just so happens to be the way your trem moves)
Now I'm not saying to keep it finger tight or anything, it still needs to lock the string down, but you shouldn't be applying much extra force to keep things seated properly. Better too loose slightly and have it pop out, than too hard and have it snap! A popped string can simply be replaced with a little bit more torque applied to keep it in there.
Make sure the saddle block is engaged with the string too. On those trems (I have two) its possible for the thinner strings to slip into the corner of the lock, where its not held properly and can pop out. Make sure the string contacts the center of the lock.
If all else fails, those trems can be a little rough, so I would take an extremely thin round file to the saddles, one of a very very fine grade, and just smooth things out a little bit, taking away roughness while being very careful not to alter the profile of the saddle (And avoiding the back area if possible, since if you change the profile there by accident, the lock may not seat snugly anymore. Keep your modifications to the intonation point and just behind/in front of it)