"The conversion of Saul is a striking evidence of the miraculous power of the Holy Spirit to convict men of sin. He had verily believed that Jesus of Nazareth had disregarded the law of God and had taught His disciples that it was of no effect. But after his conversion, Saul recognized Jesus as the one who had come into the world for the express purpose of vindicating His Father's law. He was convinced that Jesus was the originator of the entire Jewish system of sacrifices. He saw that at the crucifixion type had met antitype, that Jesus had fulfilled the Old Testament prophecies concerning the Redeemer of Israel. AA 120.2"
"And when he is come, he will reprove the world of sin, and of righteousness, and of judgment:"
The EGW passage discusses the Holy Spirit's role in convicting Saul of sin, which aligns with John 16:8 about the Holy Spirit reproving the world of sin. However, the connection is thematic and not a direct quotation or explicit allusion.
"In the record of the conversion of Saul important principles are given us, which we should ever bear in mind. Saul was brought directly into the presence of Christ. He was one whom Christ intended for a most important work, one who was to be a “chosen vessel” unto Him; yet the Lord did not at once tell him of the work that had been assigned him. He arrested him in his course and convicted him of sin; but when Saul asked, “What wilt Thou have me to do?” the Saviour placed the inquiring Jew in connection with His church, there to obtain a knowledge of God's will concerning him. AA 120.3"
"And he trembling and astonished said, Lord, what wilt thou have me to do? And the Lord said unto him, Arise, and go into the city, and it shall be told thee what thou must do."
The EGW passage directly quotes and elaborates on Acts 9:6, where Saul asks, "What wilt Thou have me to do?" This is a clear and direct allusion.