Complex sentence: Hendrix had been recording with Cox since April and jamming with Miles since September, and they wrote and rehearsed material which they performed at a series of four shows over two nights on New Year's Eve and New Year's Day at the Fillmore East.
Split into simpler sentences: Hendrix had been recording with Cox since April and jamming with Miles since September. He wrote and rehearsed material which they then performed at a series of four concerts over two nights, New Year's Eve and New Year's Day at Fillmore East.