In Chinese, clauses are often freely translated, since there is no such grammar structure. And the grammar of Wu Chinese is much similar with standard Chinese. I try to translate your sentence into both standard Chinese and Shanghai Wu.
But, she came here knowing (that this fight was hopeless).
(standard Chinese) 但是，她来这里的时候，就知道（这场战斗是没有希望的）。
(Shanghai Wu) 但是，渠（伊）来此地个辰光，就晓得（箇场仗是没啥希望个）。
/de zy, ghi le tshy di gheh zen kuaon, zhieu shiau teh geh zan tsan zy meh sa shi vaon gheh/
The following sentences which you intented to translate into are grammatically possible but less natural, and even less when clauses continue to grow.
(standard Chinese) 但是，知道（这场战斗没有希望）的她来了这里。
(Shanghai Wu) 但是，晓得（箇场仗没啥希望）个渠（伊）来仔此地。