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E.g.

I knew that although he had a problem we could still work through it.

` OR

I knew that although he had a problem, we could still work through it.

Usually, when using conjunctive adverbs, I've always put a comma there, but it looks strange to me with a relative dependent clause, and now I'm rethinking the whole thing.

I knew because although we wanted to work through it, it wasn't working.

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    Commas mark intonation curves, not grammar. If you hear it, use it; if not, don't. – John Lawler Apr 10 at 21:51
  • Hi, Toss, and welcome to EL&U. Notice that I edited your Q to use block quotes. It is preferred here, rather than markdown. You can always roll back if you do not like it. – Cascabel Apr 10 at 22:03
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    Sorry to say so, Mr Lawler, but I disagree with you completely. Very often the presence or absence of a comma changes the grammar and therefore potentially the meaning of a sentence. Clarifying meaning through indicating grammar is the primary function of the comma (well, that and lists). Using them to mark intonation curves is a decorative application of them which can and does result in miscommunication. – EditingFrank Apr 11 at 0:51
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In your example, you don't actually have three clauses. Your primary sentence is "I knew that we could still work through it."

"...although he had a problem..." is the only secondary clause in the example. You could put it at the beginning or the end of the sentence, or in the middle as you did. It needs to be demarcated by commas, wherever you put it. If you put it in the middle, as you did, you need two commas. So it should really be:

I knew that, although he had a problem, we could still work through it.

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