Complex sentence: In the coming of the First World War (1914), Serbia historians often say that Serbia was a client state of Russia, and that is what caused Russia to defend Serbia against Austria, which led to the start of the First World War.
Split into simpler sentences: In the coming of the First World War (1914), Serbia historians often say that Serbia was a client state of Russia. That caused Russia to defend Serbia against Austria, which led to the start of the First World War.