they're not custom sprites, thus they are included in the original HL .pak or whatever, and not in the sprites folder. the explosion effect is an additive sprite named zerogxplode.spr. the blood effects are made up of three indexed alpha sprites named something like bloodspray.spr and blood.spr. get whatever program you need to open up the new HL .pak files (.gcfs or something...?) and look in there.
FYI, you can hit up the link in my sig for various other sprite replacements... <!--emo&;)--><img src='http://www.unknownworlds.com/forums/html/emoticons/wink-fix.gif' border='0' style='vertical-align:middle' alt='wink-fix.gif' /><!--endemo-->
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