For international travel the Saver Day Pass is good till the border. So you would need an additional one way ticket from Vallorcine to Chamonix. You can get that online from SNCF, or at the station in Zermatt.
Basically buy what suits you.
A normal ticket is fully flexible and refundable. You can take any train on the route you bought.
A super saver ticket is not flexible, and not refundable, but cheaper.
A saver day pass is flexibel, even more flexible than a normal ticket as you can use it to go anywhere in the country, is not refundable, and is often the cheapest option when you book far in advance.
All three types are further discounted if you have the Half Fare Card.