We have found a youth that refuses to shy away from the very real challenges of Africa, (and)  that is honest about what needs to be done and what their role has to be to achieve this.

1. 两个 that 引导的都是定语从句，that = who，先行词为 a youth。

2.  what needs to be done 和 what their role has to be，是两个 what 引导的名词性从句，作 about 的并列宾语。

3. to achieve this 作目的状语。

【翻译】我们已找到了一名年轻人，他拒绝回避来自非洲的真正挑战，他坦诚地知道为了实现这个目标需要做什么，以及应该扮演什么角色。