Complex sentence: Her parents were then living in exile because their marriage had not been approved by Tsar Nicholas II due to the fact that they were first cousins and the Russian Orthodox religion forbids the marriage of two first cousins, and so they had been forced to live abroad.
Split into simpler sentences: Her parents were then living in exile because their marriage had not been approved by Tsar Nicholas II due to the fact that they were first cousins. The Russian Orthodox religion forbids the marriage of two first cousins, so they had been forced to live abroad.