如果网友只有that和which的疑惑的话，无需详解，你的困惑就是没有搞明白第三个that的意思。第三个that不在句子中起任何语法作用，和语法书上说的先行词that不是同一个概念，它只是一个普通的单词—学生写在黑板上的单词“that”。我认为他写在黑板上的那个‘that’是错的。

如果别的网友对这句话的结构没有完全搞懂的话，以不同颜色区分不同含义的that：

I think that(关系代词，可省略）that（那个）that（单词that）that(关系代词）that（那个）student wrote on the blackboard was wrong.

句子主干：

I think that that was wrong.

我认为那个that单词是错的。-->

哪个that？-->

那个学生写在黑板上的 --> that(关系代词）that student wrote on the blackboard.

这本身就是语法游戏，何必认真？

另外，第二个that是指示代词，怎么能用which替换呢？

第三个that，是黑板上写的一个词，等于X。并不是具体用作连词、指示代词、指示副词、关系代词或关系副词的that。

第三个that，并非是指示代词that，而是应该带引号的“that”，是名词概念。它做了先行词后，引导定语从句的关系代词，用which 或that 均可，所以倒数第二个that 没错！

I think that that “that” that that student wrote on the blackboard was wrong.

That man thinks that that 'that' that that 'that' refers to is not that 'that'.

如果我是个结巴，大家说可以加进几个that？

I think that1 the2 XX3 (that4 the5 student wrote on the blackboard) was wrong.

哪来的that which? 这里真没有。

-----------------

关于题主一直在问的 that which，这个有。

把that which看成一个较古旧、或很正式的结构就可以了

它相当于what，语法上大概是那么回事。

A very small part of acting is that which takes place on the stage!

That which is most highly valued in the tribe is valor.

前一个that是指示代词，后一个which, 自然是关系代词。

 这两句的划线部分都应改一下，如分别为 sth that, The thing that.

###  "当先行词是that的时候，关系代词不能再用that, 而应选用which."

这个很难说对与不对，因为that which现在用的本来就不多，1940年后，基本没再回升。