Complex sentence: Jefferson's last recorded performance was at the Joe Segal's Jazz Showcase in Chicago, where he shared the stand with Richie Cole (alto sax), John Campbell (piano), Kelly Sill (bass) and Joel Spencer (drums).
Split into simpler sentences: Jefferson's last recorded performance was at the Joe Segal's Jazz Showcase in Chicago. His band at that performance was Richie Cole (alto sax), John Campbell (piano), Kelly Sill (bass) and Joel Spencer (drums).