Complex sentence: Thoreau discusses the etymology of Walden pond, located in Concord, Massachusetts, and states that it may have been named after the "English locality" of Saffron Walden but he doesn't describe how he knew about the town or its existence.
Split into simpler sentences: Thoreau discusses the etymology of Walden pond, located in Concord, Massachusetts, and states that it may have been named after the "English locality", Saffron Walden. He doesn't describe how he knew about the town, or, furthermore, of its existence.