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If we have one action, we can use Past Simple/Past Continuous

I found out

If we have two actions, we can use Past Perfect/Past Perfect Continuous for the one which is the most ancient and Past Simple/Continuous for the younger action.

I found out that they had confessed

But what if we have more than 2 actions? How to denote that some of the actions happened even earlier than the Past Perfect action occured?

If it were possible to add the infinite amount of "had", it would be easier:

I found out that they had confessed they she had had stolen the car which had had had been bought by the people who had had had had been born here.

But since it's not the correct thing to do, I am stuck and depressed with what to do and how to live further... :(

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As you say, using had multiple times like that is not grammatical. Often there is no need to use any grammatical structure to make the exact sequence of events clear as it will be immediately apparent from the context; in your example, simply saying "I found out that they had confessed that she had stolen the car which had been bought by the people who had been born here" is fine, as it's pretty easy to see which events must have occurred first from context. If you do want to make the chronology clear you'll have to work a bit harder, but it's likely to make the sentence unwieldy; "I found out that they had confessed that she had previously stolen the car which had been bought beforehand by the people who had originally been born here" for instance.

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