Someone already posted the ruling for Energy Explosion, let's analyze this.
Give this character a range combat action; this attack can target only characters
Notice that the ruling doesn't say a thing about targeting only ONE character
For each target succesfully hit, compare the attack roll to the defense value of each character adjacent to that target to determine if the attack also succeeds against it. Each character hit is dealt damage equal to the number of times it was hit by this attack
Here's the tricky part. EE deals damage to each character separetly since you compare dice roll to each characters defenses. since you roll a critical hit it automatically goes like this:
Spiderman receives 1 damage+1splash damage+CH 1 damage
Mysterio Receives the same amount of damage.
Both roll SS and Mysterio misses.
Mysterio recieves the 3 damage because the attack hits him 2 times plus the critical hit since this attack deals damage at once.

Is this clear or should I try to get it down again?

Sorry, that's wrong. Since the attack doesn't hit Spider-Man in that scenario, there is no Splash Damage to hit Mysterio. He takes 2 Damage only. 1 from the EE hit and 1 from the Critical.

Damage from a single attack is always applied at the same time to multiple targets. While you click the dials one at a time, Spidey was hit the same time as Mysterio; only Spidey managed to Matrix duck.

And since Spidey evaded the attack, the attack on him is considered a miss meaning no splash from him, and he evades all hits from the attack.