difference between expression/look on her face?

Use of the noun "expression" or "look" depends on intended meaning.

Expression: a look on someone’s face that shows what their thoughts or feelings are

Look: an expression that you have on your face or in your eyes

These could be interchangeable, but in your sample question "She had a sad expression/look on her face", "look" seems to be the most commonly used in speech. However, since the facial expression is defined (by "sad"), "She had a sad expression on her face" would be more definitive, especially in written language.

They are equivalent in that context. Both seem like complicated ways to say "She looked sad."