Sentence analysis

Let's just focus on the sentence between the quotes.

First, it is not a complex sentence but a compound sentence, in the sense that there are two main clauses (with equal emphasis) connected each other by a coordinating conjunction "so".
===> 1st main clause, so + 2nd main clause

The first main clause: a simple sentence
My heroes Peter Snell and John Walker each carried the flag
structure: S + V + O

The second main clause: a comparison
===> subject + linking verb + complement (adverbial)

subject: an infinitive phrase
"to walk where they, and many other New Zealand legends have (walked)"
"to walk" is followed by an adverbial clause to complete the whole noun phrase.
"where" implies and refers to "the Olympic Stadium track" that has been mentioned earlier in the paragraph.
"walked" is omitted after the aux. verb "have" (present perfect tense).

literal meaning: "to walk the Olympic Stadium track which they (Peter Snell and John Walker), and many other New Zealand legends have walked (before)"

Verb: "is"

Complement:
"more than (what/that) I could have ever dreamed of"

"more" = adverb
"than" = preposition
"(what/that) I could have ever dreamed of" = noun clause, being object of "than"

literal meaning: "beyond what I could have ever dreamed of", or simply "beyond my imagination".

Sentence Analysis where Subordinators and Adverbial Clauses where subordinators are used to introduce adverbial clauses, as in the sentence written by Alastair Bull--NZ Newswire;
Clause is a group of words that contains a subject and a verb, but which is normally only part of a sentence;
The sentence with literary meaning:-
(1) My walk (2)with the legendary figures of P+J and(3) the NZ's living legends
(4)is (5)beyond my comprehension (= impossible to understand.)
(1) Main cl:-My heroes (=Peter Snell and John Walker )--------subject (2)
---carried (the flag)-------------------verbal ( also 2 )
(2)Main cl.:-to walk (the Olympic Stadium track )-------introductory subject (1)
---where they have walked-----------------------adv cl (3)
---and many other NZ legends------------------phrase (3)
-----is ----------------------------------------------------verb (4)
-----(--more than I could have ever dreamed of)--------adv cl of condition (5)