BioMart sometimes doesn't work well with genome-wide queries such as this.
You could grep our VCF dump files; this command finds variants with any clinical significance states that are splice-site related:
curl -s ftp://ftp.ensembl.org/pub/release-79/variation/vcf/homo_sapiens/Homo_sapiens_incl_consequences.vcf.gz | gzip -dc | grep CLIN | grep splic | less