Do blown transmissions actually explode or do you they make the engine explode or will the vehicle simply 'die'?

No, transmissions do not explode. If your transmission blows, most likely it will be permanently stuck in neutral. The engine will run, but you won't go anywhere.

If you're talking about automatics I have some experience with this. A couple I have had go out don't shift into high gear meaning you have to go slow. I have had all the forward gears go out and reverse still work.

The one they put in Chrsyler minivans during the 1990s did. The final drive would shatter the go through the casing.

when someone says that their trans is "blown" that's a poor word to use..........normally a gear will break some teeth inside the trans, or gears get bound together, resulting from the trans not being able to shift into any gear

when the tranny went on my '97 Chev Lumina the car raised into the air and did a complete 360 degree twirl. nobody was even driving

No they rarely "explode"--they just stop working or start making strange noises.

the do not accualy blow up the simply get stuck in neutral and you dont go any were

IDK LOL