(From The Wrecker by Robert Louis Stevenson and Lloyd Osbourne, Chapter XV, published 1892)
Passage 243
“So we can keep the business to ourselves,” I mused.
“There's one other person that might blab,” said the captain. “Though I don't believe she has anything left to tell.”
“And who is she?” I asked.
“The old girl there,” he answered, pointing to the wreck. “I know there's nothing in her; but somehow I'm afraid of someone else—it's the last thing you'd expect, so it's just the first that'll happen—someone dropping into this God-forgotten island where nobody drops in, waltzing into that wreck that we've grown old with searching, stooping straight down, and picking right up the very thing that tells the story. What's that to me? you may ask, and why am I gone Soft Tommy on this Museum of Crooks? They've smashed up you and Mr. Pinkerton; they've turned my hair grey with conundrums; they've been up to larks, no doubt; and that's all I know of them - you say. . . .”
Is 'that' a conjunction or a relative pronoun there? I don't really understand the structure of this sentence.