@RubioRic pretty much nails it for the literal meaning, but I'll add something on the figurative side.
In Christian terminology, the word "saved" can refer to a person being released from the consequences of sinning. And so although the Conan Doyle work we're discussing would not be considered Christian by many, still the section in question is using Christian terminology.
Therefore, while "saved from" does indeed have the "avoided" meaning that @RubioRic explains, there is a figurative overlay in that blasphemy -- the thing being avoided -- is considered sinful by Christians, and so could result in the person in question not being saved--i.e. being "lost", or damned.
So in this particular contex, the thing being "saved" is not just the messages, but also, in this figurative sense, the people uttering those messages. The messages were being saved from being blasphemous; the people were being saved from the eternal damnation possibly arising from them being blasphemers!