Sheferovsky had a son, Felix(who changed his last name to Sater), who went into the family business but had grand dreams for the future that led to a working relationship more than two decades later with Fred's son Donald that was full of intrigue.
I don't know how to parse the part in bold in the above sentence, hence I don't know the exact meaning. Any ideas?
The meaning of intrigue being invoked here is
the secret planning of something illicit or detrimental.
"the cabinet was a nest of intrigue" (source: Lexico/Google)
The snag you hit with this sentence is likely with the relative pronoun "that" and its antecedent. "That" refers to the "grand dreams for the future" that Sheferovsky's son Felix had. The sentence can be reworded as
Sheferovsky had a son, Felix (who changed his last name to Sater). Felix went into the family business. But he also had grand dreams for the future. Those dreams led to the fact that more than two decades later a working relationship was forged between Felix and Fred's son Donald. That working relationship was full of secret planning and scheming.
