Compare:
{I can't tell you} { {how glad I am} (that) {I came here instead} }.
{I can't tell you} { {how doubtful we are} (that) {the legislation will pass} }.
{I can't tell you} { {how surprised she was} (that) {she won the lottery} }.
The finite clause ending the sentences complements the middle expression, the how-clause.
That middle expression with its complement in turn complements the main clause, I can't tell you.
The meaning of this statement that "I can't tell you" is akin to "Words cannot express".
In other words:
I am very glad, glad beyond my ability to express my gladness.
We are very doubtful, doubtful beyond my ability to express our doubt.
She was very surprised, surprised beyond my ability to express her surprise.
The how-clause includes "I am" and "we are" and "she was" because "glad" and "doubtful" and "surprised" are not characteristic of the coming here or the legislation passing or winning the lottery; rather they are attitudes of the subject of the how-clause in relation to those events. Glad and doubtful and surprised are states of mind of "I" and "we" and "she", respectively.