Complex sentence: Federer made six doubles finals during this time, but lost the Indian Wells Masters event in 2002, which the most prestigious events won are two Rotterdam 500 series events in 2001 and 2002.
Split into simpler sentences: Federer made six doubles finals during this time, but lost the Indian Wells Masters event in 2002. The most prestigious events he won were two Rotterdam 500 series events in 2001 and 2002.