The noun which precedes the second relative clause is component (glossed as wellness).
The first relative clause (that also includes...) actually refers to state of being. Identifying this is tricky, because the author is struggling to express a fairly complex proposition in the form of a traditional dictionary definition, and not succeeding very well. The clues are the parallel associateds and the implicit parallel in the term positive—this contrasts with the 'negative' freedom (negative because it denotes an absence).
Parse it this way:
associated with freedom from disease and illness [IMPLICITLY 'NEGATIVE']
a state of being
that also includes a positive component (wellness)
that is associated with a quality of life and positive well-being
Or paraphrase it this way:
... a state of being which embraces both the absence of disease and illness and the presence of positive well-being and quality of life.
ADDED:
The general principle, that a relative clause modifies the immediately preceding nominal, is always subject to the qualification that the modification must be syntactically correct and semantically meaningfully. For instance, a relative with a plural reference can only modify a plural nominal.
In practise, it's always easiest to parse if you set your relative immediately after the nominal it modifies, but in very complicated situations this may not be convenient or even intelligible.
