Relative Pronouns, Embedded Clauses

I'm having difficulty with russian relative pronouns specifically with embedded, subordinate clauses. For example: If I want to say, 'если бы знaл...' for 'Had I known...'
what relative pronoun would I use to introduce the subordinate clause? An example sentence in English might be, 'Had I known that you wanted me to buy you that, I would have done so' where 'that you wanted me to buy you that' is a subordiante clause of the complementizer phrase: 'Had I known that you wanted me to buy you that'. Then would the result of the conditional statement, 'I would have done so', be simply connected to the whole thing by a conjunction of some sort?

Any help would be great! Don't know if this is too complicated or not... Any suggestions on additional resources for learning/practicing complex russian syntax?

The result of the conditional statement, 'I would have done so', would be simply connected to the whole thing by no conjunction of any sort.
Если бы я знал, что ты хочешь, чтобы я купил тебе это, я бы купил.
Что is your relative pronoun and чтобы the only conjunction here, but in this case I think it’s not the one you were talking about.

Yes, it is complicated. :D
If "если бы" is used in the first clause then particle "бы" must be repeated in the conditional subordinate:
Если бы я знал, что ты хочешь, чтобы я купил тебе это, я бы купил.

(BTW as you can see there are 4 clauses in Russian in the sentence. Construction "you want me to do" also requires subordinate clause.)

Optionally "то" can be used to connect clauses (если ..., то...):
Если бы я знал, что ты хочешь, чтобы я купил тебе это, то я бы купил.

Also you can skip all the intermediate subordinates and nothing will change:
Если бы я знал, я бы купил.
Если бы я знал, то я бы купил.

I noticed that хочешь is in present tense while купил is in the past. Is this correct? In English, 'to want' would be past tense 'wanted' and 'to buy' would retain its infinitive form. Any Russian grammatical rule I'm missing with this?

Yes, it is correct. There is a phrase in Russian like "I wanted to buy" = "Я хотел купить", but in case of "I wanted someone to buy" it is not applicable. A complex sentence is needed: "Я хотел, чтобы кто-нибудь купил". I think with "чтобы" and "бы" past tense is used always. I don't know about rules, as a native speaker I never needed to learn them. :)