Complex sentence: Until 1829 they worshipped regularly at Croydon Parish Church (marching there each Sunday in uniform, accompanied by their band): after that date they began to worship at the newly-consecrated St James's Church.
Split into simpler sentences: Until 1829 they worshipped regularly at Croydon Parish Church (marching there each Sunday in uniform, accompanied by their band). After that date they began to worship at the newly-consecrated St James's Church.