White recovered well to 7-8 and won three successive frames to reduce his arrears from 9-14 to 12-14.
Hendry increased his lead to 7-5 before Zhang won four frames in a row to be on the cusp of a famous win.
He was drawn against world number 2, Mark Williams, and won two successive frames to tie the match at 4-4.
Naima got her fourth challenge win of the season, and won 30 extra frames for the photo shoot.
Davis had trailed 4-2 early in their match before winning six successive frames to lead 8-4 going into the final interval.
However, Ding found his form and won 5 successive frames to take the match 5-4.
To win a match a player must win more frames than his opponent.
However, he managed to win the next two frames.
Higgins, who began with a break of 90, won three frames in a row to progress.
Dominic Dale won 8 consecutive frames in the final, claiming victory from trailing 2-6.