Scenario: a room task requires two terror and the room has a terror penalty

You roll six green dice and get one terror.

You pay the terror penalty.

You save the terror, lose a dice and roll four dice.

None of the four dice have a terror.

Do you repay the terror for the saved dice?

The verbiage in the rules is a bit ambiguous because the first part of it talks about failed tasks and the second part talks about rolled dice.

We played it the harder way to err on the side of caution, but would like clarity.

No, you don't. Terror is triggered by the dice you roll, not the dice you saved. This came up a while ago, and we had an official answer, IIRC (and I think it's also included in the last FAQ for the game?)