Complex sentence: Santa and Mrs. Claus finally arrive to bring them back to the North Pole, but Rudolph stays behind to help the circus out of debt, and Lily lets him lead the flying circus parade to thank him for all his help.
Split into simpler sentences: Santa and Mrs. Claus finally arrive to bring them back to the North Pole, but Rudolph stays behind to help the circus out of debt. Finally, Lily lets Rudolph lead the flying circus parade to thank him for all his help.