Still, the way a star creates fusion (electrical z-pinch effect) might not be applicable to creating a artificial fusion effect, i mean, the H-bomb doesn't use the z-pinch effect and still works.

No, the cassini probe will burn up in the atmosphere but the radioactive core, containing enriched materials, will be shield from the initial entry heat. As is slows down and sinks into Saturn's atmosphere, the pressure will increase. At some point, even a month after initial entry, the pressure might be enough to create fission, which will create enough heat to create fusion of hydrogen.