Complex sentence: Jon later receives a letter from Ramsay claiming that Stannis has been defeated and Mance is a prisoner, and declaring that unless he receives hostages, he will march on the Wall and kill Jon.
Split into simpler sentences: Jon later receives a letter from Ramsay claiming that Stannis has been defeated and Mance is a prisoner. Ramsay demands hostages, else he will march on the Wall and kill Jon.