Which timeline does Mr Saxon not exist in?
In the main timeline, at the end of "Last of the Time Lords", only the past year is undone, back to right before the Toclafane invasion, not all the way back to the Master's regeneration and arrival on Earth. So, Mr Saxon still existed.
If you're referring to "Turn Left", when the Racnoss ship is shot down by the Army, no mention is made of "orders of Mr Saxon", unlike the version of events in "The Christmas Invasion". Presumably someone else in a position of authority gave the order.