Complex sentence: In March 1857, when the mutiny started, Lumsden was on a special mission at Kandahar and Captain Henry Daly led the Guides to Delhi to join the Delhi Field Force on the hills outside of the city.
Split into simpler sentences: In March 1857, when the mutiny started Lumsden was on a special mission at Kandahar. His fellow officer Captain Henry Daly led the Guides to Delhi to join the Delhi Field Force on the hills outside of the city.