The underlying grammatical structure cannot be clarified because the sentence is incoherent.
The National Anthem does not allow any different notion or perception of individual rights, that individually thought of have no space.
This sentence has the hallmarks of having been rewritten during composition and never edited into a coherent shape.
The referent of the final relative clause pretty much has to be the immediately preceding individual rights; the alternative, any different notion or perception, is excluded by the plural form of the verb in the relative, have. But what does it mean for individual rights to be individually thought of? how else might they be thought of?
The tenor of the clause is clear: individual rights have no place ("have no space" is an old equivalent of this contemporary expression)—but Where is it that they have no place: in the Anthem? in the Constitution? in movie theatres?
The final relative clause is set off with a comma and is probably meant to be non-restrictive, a 'supplement' restating the proposition that the Anthem does not allow a notion or perception of individual rights: such rights have no space. But the clause is introduced with that, which is prohibited in non-restrictive relatives.
I cannot find an 'authoritative' rendering of the passage, and the versions quoted in newspapers vary slightly—many have an additional have before individually.
The National Anthem does not allow any different notion or perception of individual rights, that have individually thought of have no space.
But the difference is not informative; that additional have just makes the final clause even more incoherent. And in fact many quotations mark the final clause with a '[sic]', or omit it altogether.