First, let me use "single" relative clause as an example to explain:
I like the person. The person was nice to me.
==> I like the person who was nice to me.
The above shows you how the two independent sentences combine together by using relative clause.
Now, back to your "double" relate clause question:
Could you mention anyone that we know who has as many books as Mr. Stevenson?
The TWO clauses I use two different colors are so-called double relative clause.
To return them back to independent sentences, you can say:
Could you mention anyone?
Anyone we know.
Anyone has as many books as Mr. Stevenson.
Looking around us, we will find many things that we should do or that we should not do.
==>
We will find many things.
Things (we) should do or (we) should not do.
As you can see, it doesn't matter "single" or "double" relative clause. The principle is the same.
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