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I'm struggling to find the difference between that and what especially when using in the following sentence. The sentence that makes me confused is:

It is concatenation that does the trick.

In the sentence above, is "that" used as a relative pronoun? Or is the whole sentence "It is..that" cleft sentence? And why can't I use "what" instead of "that?" Can't I write it like:

It is concatenation what does the trick. (=What does the trick is concatenation.)

Is this grammatically wrong? If so, could you let me know the reason?

I really need your help.

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As you said,

It is concatenation that does the trick.

is a cleft sentence.

What does the trick is concatenation.

is also a cleft sentence which can also be expressed this way:

Concatenation is what does the trick.

However,

It is concatenation what does the trick.

is grammatically wrong because in it-cleft sentences what is not used. Instead, we use that or who when we refer to a person.

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Your second example (using 'what') is archaic, although it is seen in some regional dialects today. You should not write sentences of that form.

You are correct in guessing that the word 'that' is a relative pronoun. The word 'what' is not a relative pronoun.

If you want to use the word 'what', you would need to rewrite the sentence.

What does the trick is concatenation.

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