Complex sentence: Throughout the story he follows clues he thinks Margo, who has gone missing, left behind for him to help him find her and he becomes obsessed with finding her with his every waking thought being about her.
Split into simpler sentences: Throughout the story he follows clues he thinks Margo, who has gone missing, left behind for him to help him find her. And he becomes obsessed with finding her with his every waking thought being about her.