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There are two men by the gate who keep a watch on it.

In the above sentence is there a problem?
One of my friends doesn't agree with the construction.
He says: 'who' should immediately be after the person mentioned. Yet, I believe 'by the gate' is the complement thus has nothing to do with 'who' in this sentence.

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The sentence is perfectly fine.

There is no rule or convention that says pronouns must come immediately after the noun they represent. There doesn't even need to be a referenced noun at all:

Who is keeping a watch on the gate?

The pronoun can go anywhere at all so long, so long as it is syntactically sound:

There are two men at the gate, wearing long jackets and drinking coffee, who keep a watch on it while they play Scrabble. There are also three men at the hot dog stand, standing around and not doing much, who look bored.

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There are two men by the gate who keep a watch on it.

It's perfectly OK. The PP "by the gate" modifies "men" and hence is part of the nominal serving as antecedent for "who".

Note that it is also possible for a relative clause to occur in postposed position, at the end of the clause containing its antecedent:

I met a man the other day who says he knows you.

Examples like this, where the antecedent is separated form the relativised element by an adjunct, are OK provided there is no confusion as to what is the intended antecedent.

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