Complex sentence: Cuny's family believes that although they were arrested by Chechen forces under Dzhokhar Dudayev who were meant to pass them on for safe keeping, they were instead executed under the orders of Rizvan Elbiev, a local Chechen counterintelligence commander.
Split into simpler sentences: Cuny's family believes that although they were arrested by Chechen forces under Dzhokhar Dudayev who were meant to pass them on for safe keeping. Howeverm, they were instead executed under the orders of Rizvan Elbiev, a local Chechen counterintelligence commander.